-31.6%
ACI vs AEE
+65.0%
-96.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +2.3% | +1.7% | +0.6% | +1.9% |
| 30D | +1.2% | +9.7% | -8.5% | -0.7% |
| 3M | +6.8% | +5.9% | +0.9% | +5.4% |
| 6M | -18.7% | +6.7% | -25.4% | -20.2% |
| YTD | -20.2% | +17.4% | -37.6% | -23.3% |
| 1Y | -23.7% | +12.7% | -36.4% | -26.1% |
| 3Y | -31.6% | +68.2% | -99.9% | -38.3% |
| All | -31.6% | +65.0% | -96.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 3y: compounded portfolio wealth divided by compounded AEE 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…
3y analysis · Full analysis span regression · 6 months rolling