-78.3%
TE vs ACM
+61.5%
-139.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -22.0% | +3.0% | -25.0% | -23.0% |
| 30D | -33.6% | +19.7% | -53.3% | -38.6% |
| 3M | -61.1% | +5.3% | -66.4% | -62.0% |
| 6M | -64.7% | -10.8% | -54.0% | -63.5% |
| YTD | -68.1% | -25.1% | -43.0% | -64.4% |
| 1Y | -51.7% | -45.8% | -5.9% | -37.7% |
| 3Y | +42.0% | -9.4% | +51.4% | +52.4% |
| 5Y | -80.8% | +4.8% | -85.6% | -79.8% |
| All | -78.3% | +61.5% | -139.8% | -77.8% |
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