-80.5%
TE vs ACM
+62.1%
-142.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.3% |
| 7D | -19.1% | +5.6% | -24.7% | -21.1% |
| 30D | -34.1% | +20.8% | -55.0% | -39.4% |
| 3M | -60.1% | +11.4% | -71.5% | -62.1% |
| 6M | -66.0% | +0.9% | -66.9% | -66.5% |
| YTD | -71.4% | -24.8% | -46.6% | -68.1% |
| 1Y | -45.3% | -46.4% | +1.2% | -28.9% |
| 3Y | +9.1% | -9.2% | +18.4% | +17.0% |
| 5Y | -82.6% | +5.0% | -87.6% | -81.7% |
| All | -80.5% | +62.1% | -142.7% | -80.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling