+444.2%
V vs ACM
+147.1%
+297.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.3% | -2.0% |
| 7D | -0.8% | +6.9% | -7.7% | -3.2% |
| 30D | +9.5% | +19.1% | -9.5% | +2.9% |
| 3M | +16.7% | -6.9% | +23.6% | +18.8% |
| 6M | +32.9% | -12.0% | +45.0% | +37.2% |
| YTD | +21.1% | -25.1% | +46.2% | +31.8% |
| 1Y | +26.6% | -45.4% | +72.1% | +55.0% |
| 3Y | +78.4% | -6.9% | +85.3% | +72.8% |
| 5Y | +105.5% | +3.7% | +101.7% | +88.2% |
| 10Y | +444.2% | +135.8% | +308.5% | +268.4% |
| All | +444.2% | +147.1% | +297.1% | +268.4% |
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