+152.3%
ACN vs AEM
+412.5%
-260.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.8% | -6.8% | +3.0% | -3.5% |
| 30D | +16.5% | +0.8% | +15.7% | +16.3% |
| 3M | +41.5% | -0.8% | +42.3% | +41.2% |
| 6M | +60.1% | -8.5% | +68.6% | +60.5% |
| YTD | -3.9% | +5.9% | -9.9% | -5.3% |
| 1Y | +4.1% | +6.6% | -2.5% | +2.5% |
| 3Y | -15.9% | +302.2% | -318.1% | -27.7% |
| 5Y | -26.3% | +250.8% | -277.1% | -36.9% |
| All | +152.3% | +412.5% | -260.2% | +116.7% |
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