+26.3%
ACI vs AEE
+84.8%
-58.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.2% | +0.3% | -0.2% | +0.1% |
| 30D | +5.9% | -2.3% | +8.2% | +6.5% |
| 3M | -19.8% | +0.2% | -20.0% | -20.1% |
| 6M | -24.7% | -4.7% | -20.0% | -24.0% |
| YTD | -24.4% | +8.1% | -32.5% | -26.5% |
| 1Y | -31.5% | +8.5% | -40.0% | -33.5% |
| 3Y | -38.7% | +48.9% | -87.6% | -46.3% |
| 5Y | -42.8% | +39.9% | -82.7% | -49.1% |
| All | +26.3% | +84.8% | -58.5% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling