-24.7%
ACN vs AEM
+40.5%
-65.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.2% | -3.3% |
| 7D | -1.5% | -0.5% | -1.0% | -1.6% |
| 30D | +9.4% | +24.0% | -14.7% | +10.7% |
| 3M | +5.6% | +16.1% | -10.4% | +7.0% |
| 6M | -9.3% | -11.6% | +2.4% | -10.1% |
| YTD | -29.0% | +21.5% | -50.5% | -27.6% |
| 1Y | -24.7% | +39.2% | -63.8% | -26.5% |
| All | -24.7% | +40.5% | -65.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 1y: compounded portfolio wealth divided by compounded AEM 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…
1y analysis · Full analysis span regression · 6 months rolling