+43.9%
GEV vs ACM
-48.9%
+92.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | -1.9% | -5.9% | +4.0% | -1.7% |
| 30D | -8.7% | -6.2% | -2.5% | -8.5% |
| 3M | +6.6% | -7.9% | +14.5% | +6.4% |
| 6M | +10.2% | -30.6% | +40.8% | +14.3% |
| YTD | +41.6% | -33.3% | +74.9% | +46.7% |
| 1Y | +43.9% | -49.2% | +93.1% | +51.4% |
| All | +43.9% | -48.9% | +92.8% | +51.4% |
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