+162.4%
GE vs ACM
+147.1%
+15.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +1.0% |
| 7D | +6.3% | +6.9% | -0.6% | +2.5% |
| 30D | +8.9% | +19.1% | -10.2% | -1.0% |
| 3M | -9.2% | -6.9% | -2.3% | -6.8% |
| 6M | +13.2% | -12.0% | +25.3% | +18.7% |
| YTD | +9.4% | -25.1% | +34.5% | +24.2% |
| 1Y | +9.8% | -45.4% | +55.2% | +49.3% |
| 3Y | +278.2% | -6.9% | +285.1% | +266.7% |
| 5Y | +396.0% | +3.7% | +392.3% | +343.8% |
| 10Y | +162.4% | +135.8% | +26.6% | +52.0% |
| All | +162.4% | +147.1% | +15.2% | +52.0% |
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