+148.6%
TE vs ACM
-45.8%
+194.4%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -4.0% | -3.7% | -0.2% | -2.5% |
| 30D | -15.9% | -11.1% | -4.8% | -11.7% |
| 3M | -60.5% | -8.0% | -52.6% | -58.9% |
| 6M | -35.2% | -29.7% | -5.6% | -20.5% |
| YTD | -31.1% | -29.4% | -1.8% | -16.1% |
| 1Y | +148.6% | -46.4% | +195.1% | +288.6% |
| All | +148.6% | -45.8% | +194.4% | +288.6% |
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