+86.8%
ACN vs AEM
+369.2%
-282.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.4% |
| 7D | -7.9% | -5.0% | -2.8% | -7.6% |
| 30D | -1.1% | +8.5% | -9.5% | -1.6% |
| 3M | +5.6% | +29.3% | -23.7% | +3.9% |
| 6M | -9.9% | -12.9% | +3.0% | -9.3% |
| YTD | -32.3% | +16.8% | -49.1% | -33.5% |
| 1Y | -25.3% | +29.8% | -55.1% | -27.5% |
| 3Y | -42.3% | +336.7% | -379.0% | -50.4% |
| 5Y | -43.5% | +299.9% | -343.4% | -51.8% |
| All | +86.8% | +369.2% | -282.4% | +61.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling