-79.7%
TE vs ACM
+3.6%
-83.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -7.2% |
| 7D | -10.5% | +6.9% | -17.4% | -15.4% |
| 30D | -32.4% | +19.1% | -51.5% | -41.6% |
| 3M | -60.9% | -6.9% | -53.9% | -58.9% |
| 6M | -62.8% | -12.0% | -50.8% | -59.8% |
| YTD | -65.7% | -25.1% | -40.6% | -57.6% |
| 1Y | -39.9% | -45.4% | +5.5% | +2.8% |
| 3Y | +10.6% | -6.9% | +17.5% | +6.2% |
| 5Y | -79.7% | +3.7% | -83.4% | -82.6% |
| All | -79.7% | +3.6% | -83.2% | -82.6% |
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 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