+46.0%
FE vs ACM
-12.3%
+58.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.5% | -0.4% |
| 7D | 0.0% | +5.4% | -5.4% | -0.3% |
| 30D | +5.2% | +15.1% | -9.9% | +4.5% |
| 3M | 0.0% | -10.5% | +10.4% | +0.4% |
| 6M | +5.0% | -19.7% | +24.7% | +5.9% |
| YTD | +7.9% | -28.8% | +36.7% | +9.3% |
| 1Y | +6.3% | -47.9% | +54.2% | +11.1% |
| 3Y | +46.0% | -12.4% | +58.4% | +32.3% |
| All | +46.0% | -12.3% | +58.3% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling