+57.7%
GEV vs ACM
-45.8%
+103.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +3.3% | -3.7% | +7.0% | +3.4% |
| 30D | -7.5% | -11.1% | +3.6% | -6.8% |
| 3M | -2.2% | -8.0% | +5.8% | -1.7% |
| 6M | +12.1% | -29.7% | +41.7% | +16.8% |
| YTD | +44.4% | -29.4% | +73.8% | +49.5% |
| 1Y | +57.7% | -46.4% | +104.1% | +68.1% |
| All | +57.7% | -45.8% | +103.4% | +68.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling