+49.0%
FE vs ACM
+5.0%
+44.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +1.9% | -3.7% | +5.7% | +2.5% |
| 30D | -1.2% | -11.1% | +9.9% | +0.5% |
| 3M | +3.5% | -8.0% | +11.5% | +4.5% |
| 6M | -6.1% | -29.7% | +23.6% | -0.8% |
| YTD | +7.6% | -29.4% | +37.0% | +12.9% |
| 1Y | +11.9% | -46.4% | +58.3% | +24.3% |
| 3Y | +48.4% | -22.3% | +70.8% | +46.7% |
| All | +49.0% | +5.0% | +44.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling