-45.3%
TE vs ACM
-46.0%
+0.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.2% |
| 7D | -19.1% | +5.6% | -24.7% | -20.8% |
| 30D | -34.1% | +20.8% | -55.0% | -38.6% |
| 3M | -60.1% | +11.4% | -71.5% | -61.7% |
| 6M | -66.0% | +0.9% | -66.9% | -65.9% |
| YTD | -71.4% | -24.8% | -46.6% | -66.4% |
| 1Y | -45.3% | -46.4% | +1.2% | -11.0% |
| All | -45.3% | -46.0% | +0.7% | -11.0% |
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