-53.2%
TE vs ACM
+52.3%
-105.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | -4.0% | -3.7% | -0.2% | -2.3% |
| 30D | -15.9% | -11.1% | -4.8% | -11.9% |
| 3M | -60.5% | -8.0% | -52.6% | -59.5% |
| 6M | -35.2% | -29.7% | -5.6% | -25.4% |
| YTD | -31.1% | -29.4% | -1.8% | -21.0% |
| 1Y | +148.6% | -46.4% | +195.1% | +223.4% |
| 3Y | -26.4% | -22.3% | -4.1% | -16.6% |
| 5Y | -48.0% | +4.5% | -52.5% | -44.0% |
| All | -53.2% | +52.3% | -105.4% | -50.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling