+4.4%
FE vs ACM
-46.1%
+50.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.3% | +5.1% | -5.4% | -0.3% |
| 30D | +3.9% | +18.7% | -14.8% | +3.9% |
| 3M | -0.1% | +15.5% | -15.6% | -0.1% |
| 6M | +6.1% | +1.2% | +4.9% | +5.9% |
| YTD | +8.1% | -25.2% | +33.3% | +6.3% |
| 1Y | +4.4% | -46.3% | +50.7% | +2.1% |
| All | +4.4% | -46.1% | +50.5% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling