+46.2%
FE vs ACM
+4.8%
+41.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.8% | -5.7% | -0.8% |
| 7D | -0.5% | +6.6% | -7.1% | -1.5% |
| 30D | +4.3% | +19.8% | -15.5% | +1.4% |
| 3M | +0.4% | -3.1% | +3.5% | +0.6% |
| 6M | +6.9% | -11.5% | +18.5% | +8.6% |
| YTD | +8.0% | -24.7% | +32.7% | +12.2% |
| 1Y | +4.8% | -45.1% | +49.9% | +16.9% |
| 3Y | +49.0% | -8.9% | +57.8% | +40.4% |
| 5Y | +46.2% | +5.4% | +40.8% | +28.1% |
| All | +46.2% | +4.8% | +41.4% | +28.1% |
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 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