+474.6%
FIVE vs ACM
+127.0%
+347.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.3% |
| 7D | +4.3% | -3.7% | +8.0% | +6.4% |
| 30D | +12.5% | -11.1% | +23.6% | +18.8% |
| 3M | +31.2% | -8.0% | +39.2% | +34.8% |
| 6M | +14.4% | -29.7% | +44.0% | +36.3% |
| YTD | +33.9% | -29.4% | +63.3% | +57.5% |
| 1Y | +65.1% | -46.4% | +111.5% | +127.4% |
| 3Y | +49.0% | -22.3% | +71.3% | +61.8% |
| 5Y | +30.3% | +4.5% | +25.8% | +18.2% |
| All | +474.6% | +127.0% | +347.6% | +227.5% |
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