-50.0%
TE vs ACM
+46.4%
-96.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.1% | +0.1% | -1.7% |
| 7D | +15.0% | -3.7% | +18.7% | +16.8% |
| 30D | -7.5% | -12.7% | +5.1% | -2.6% |
| 3M | -42.0% | -9.8% | -32.2% | -40.1% |
| 6M | -31.4% | -31.4% | 0.0% | -20.3% |
| YTD | -26.5% | -32.1% | +5.6% | -14.3% |
| 1Y | +153.1% | -47.8% | +200.9% | +232.6% |
| 3Y | -20.7% | -22.1% | +1.4% | -9.7% |
| 5Y | -45.4% | +1.8% | -47.2% | -40.3% |
| All | -50.0% | +46.4% | -96.4% | -46.7% |
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