+5.3%
FE vs ACM
-48.7%
+54.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | -1.0% | +5.4% | -6.4% | -1.0% |
| 30D | +4.1% | +15.1% | -11.0% | +4.2% |
| 3M | -1.0% | -10.5% | +9.5% | -1.4% |
| 6M | +4.0% | -19.7% | +23.7% | +2.9% |
| YTD | +6.8% | -28.8% | +35.7% | +5.2% |
| 1Y | +5.3% | -47.9% | +53.2% | +3.9% |
| All | +5.3% | -48.7% | +54.0% | +3.9% |
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