+498.4%
FIVE vs ACM
+132.6%
+365.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +2.7% | +5.6% | -3.0% | -0.5% |
| 30D | +12.7% | +20.8% | -8.2% | +1.2% |
| 3M | +2.1% | +11.4% | -9.4% | -4.6% |
| 6M | +17.5% | +0.9% | +16.5% | +14.1% |
| YTD | +31.0% | -24.8% | +55.8% | +49.3% |
| 1Y | +67.7% | -46.4% | +114.2% | +133.9% |
| 3Y | +43.4% | -9.2% | +52.6% | +42.0% |
| 5Y | +18.1% | +5.0% | +13.1% | +6.3% |
| All | +498.4% | +132.6% | +365.8% | +230.8% |
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