-44.0%
ACN vs AEM
+296.4%
-340.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.8% |
| 7D | -6.3% | +3.0% | -9.3% | -6.5% |
| 30D | -1.4% | +12.5% | -13.9% | -2.1% |
| 3M | +2.6% | +26.9% | -24.4% | +1.3% |
| 6M | -14.3% | -9.4% | -4.9% | -13.8% |
| YTD | -33.1% | +20.3% | -53.4% | -34.5% |
| 1Y | -28.8% | +33.8% | -62.6% | -31.3% |
| 3Y | -43.0% | +349.8% | -392.8% | -53.6% |
| 5Y | -44.0% | +301.0% | -345.0% | -55.5% |
| All | -44.0% | +296.4% | -340.4% | -55.5% |
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 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