+411.8%
GE vs ACM
+1.1%
+410.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +2.7% | +5.6% | -3.0% | 0.0% |
| 30D | +8.1% | +20.8% | -12.7% | -1.0% |
| 3M | -7.9% | +11.4% | -19.3% | -12.9% |
| 6M | +12.9% | +0.9% | +12.0% | +10.7% |
| YTD | +8.2% | -24.8% | +33.0% | +22.0% |
| 1Y | +9.7% | -46.4% | +56.1% | +50.3% |
| 3Y | +266.1% | -9.2% | +275.3% | +250.9% |
| All | +411.8% | +1.1% | +410.7% | +333.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling