-25.8%
ACN vs AEIS
+142.3%
-168.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +0.5% |
| 7D | -3.8% | +11.5% | -15.3% | -4.7% |
| 30D | +16.5% | -15.8% | +32.3% | +17.7% |
| 3M | +41.5% | -33.3% | +74.8% | +45.8% |
| 6M | +60.1% | -35.2% | +95.3% | +62.2% |
| YTD | -3.9% | +5.0% | -9.0% | -16.7% |
| 1Y | +4.1% | +8.5% | -4.4% | -10.9% |
| 3Y | -15.9% | +152.9% | -168.7% | -49.3% |
| All | -25.8% | +142.3% | -168.1% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 5y: compounded portfolio wealth divided by compounded AEIS 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…
5y analysis · Full analysis span regression · 6 months rolling