+1,697.2%
ACN vs AEIS
+863.6%
+833.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.4% | -5.7% | -3.8% |
| 7D | -1.5% | +3.0% | -4.5% | -2.1% |
| 30D | +9.4% | -14.6% | +24.0% | +12.3% |
| 3M | +5.6% | -12.4% | +18.1% | +5.0% |
| 6M | -9.3% | -15.0% | +5.7% | -10.8% |
| YTD | -29.0% | +34.3% | -63.3% | -37.6% |
| 1Y | -24.7% | +87.4% | -112.0% | -39.1% |
| 3Y | -39.8% | +139.8% | -179.6% | -55.5% |
| 5Y | -40.9% | +220.7% | -261.7% | -59.7% |
| 10Y | +91.1% | +531.6% | -440.5% | +4.2% |
| All | +1,697.2% | +863.6% | +833.6% | +465.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling