+11.9%
ACN vs AME
+21.1%
-9.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.6% | +8.4% | +1.5% |
| 7D | +8.6% | -4.4% | +13.0% | +6.4% |
| 30D | +36.6% | -5.9% | +42.5% | +33.3% |
| 3M | +56.3% | -6.5% | +62.8% | +52.5% |
| 6M | +49.7% | +3.2% | +46.5% | +51.4% |
| YTD | +1.3% | +16.0% | -14.7% | -0.6% |
| 1Y | +11.9% | +20.4% | -8.5% | +7.5% |
| All | +11.9% | +21.1% | -9.2% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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