+157.4%
GE vs ACM
+133.7%
+23.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.4% |
| 7D | +5.4% | +6.6% | -1.2% | +1.8% |
| 30D | +9.6% | +19.8% | -10.1% | -0.6% |
| 3M | -7.7% | -3.1% | -4.6% | -7.3% |
| 6M | +14.0% | -11.5% | +25.5% | +19.1% |
| YTD | +10.2% | -24.7% | +34.8% | +24.7% |
| 1Y | +8.9% | -45.1% | +54.0% | +47.5% |
| 3Y | +273.7% | -8.9% | +282.5% | +267.2% |
| 5Y | +410.2% | +5.4% | +404.8% | +352.3% |
| 10Y | +157.4% | +131.1% | +26.4% | +49.0% |
| All | +157.4% | +133.7% | +23.7% | +49.0% |
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