+28.0%
USFR vs ACM
+124.8%
-96.8%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | 0.0% |
| 7D | +0.1% | -3.7% | +3.7% | +0.1% |
| 30D | +0.3% | -12.7% | +12.9% | +0.3% |
| 3M | +1.0% | -9.8% | +10.8% | +1.0% |
| 6M | +1.9% | -31.4% | +33.3% | +2.0% |
| YTD | +2.7% | -32.1% | +34.7% | +2.7% |
| 1Y | +4.0% | -47.8% | +51.8% | +4.0% |
| 3Y | +14.0% | -22.1% | +36.1% | +14.0% |
| 5Y | +20.4% | +1.8% | +18.6% | +20.4% |
| 10Y | +28.0% | +132.5% | -104.5% | +28.0% |
| All | +28.0% | +124.8% | -96.8% | +28.0% |
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 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