+3.8%
MSCI vs ACM
-2.7%
+6.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.8% | +5.4% | -2.5% | +0.7% |
| 30D | +15.4% | +15.1% | +0.3% | +9.2% |
| 3M | +13.4% | -10.5% | +23.9% | +17.8% |
| 6M | +10.9% | -19.7% | +30.6% | +20.0% |
| YTD | +13.0% | -28.8% | +41.8% | +27.6% |
| 1Y | +12.0% | -47.9% | +59.9% | +48.4% |
| 3Y | +34.1% | -12.4% | +46.5% | +21.7% |
| All | +3.8% | -2.7% | +6.5% | -15.3% |
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