+541.5%
FIVE vs ACM
+133.7%
+407.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.4% |
| 7D | +7.3% | +6.6% | +0.7% | +3.7% |
| 30D | +18.1% | +19.8% | -1.7% | +6.8% |
| 3M | +7.7% | -3.1% | +10.8% | +8.3% |
| 6M | +13.6% | -11.5% | +25.1% | +18.6% |
| YTD | +34.6% | -24.7% | +59.3% | +52.9% |
| 1Y | +66.2% | -45.1% | +111.3% | +126.6% |
| 3Y | +43.5% | -8.9% | +52.4% | +42.0% |
| 5Y | +20.7% | +5.4% | +15.3% | +9.0% |
| 10Y | +541.5% | +131.1% | +410.4% | +254.9% |
| All | +541.5% | +133.7% | +407.8% | +254.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling