-25.4%
ACN vs AEM
+267.0%
-292.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -4.0% | +1.4% | -5.4% | -4.1% |
| 30D | +19.0% | -1.2% | +20.2% | +18.9% |
| 3M | +42.2% | +2.5% | +39.7% | +41.7% |
| 6M | +50.1% | -5.1% | +55.2% | +50.4% |
| YTD | -2.7% | +10.4% | -13.1% | -4.4% |
| 1Y | +7.6% | +11.8% | -4.2% | +5.5% |
| 3Y | -15.9% | +315.6% | -331.5% | -32.0% |
| All | -25.4% | +267.0% | -292.4% | -41.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling