+153.7%
ACN vs AME
+438.4%
-284.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | +1.6% | -4.1% | +5.7% | +3.3% |
| 30D | +24.6% | -4.1% | +28.8% | +26.1% |
| 3M | +46.2% | -5.6% | +51.8% | +48.3% |
| 6M | +46.2% | +2.8% | +43.3% | +39.4% |
| YTD | -0.9% | +16.6% | -17.5% | -13.6% |
| 1Y | +8.8% | +21.1% | -12.3% | -7.5% |
| 3Y | -14.3% | +61.1% | -75.3% | -41.0% |
| 5Y | -22.6% | +76.6% | -99.2% | -50.1% |
| 10Y | +153.7% | +431.3% | -277.6% | -0.6% |
| All | +153.7% | +438.4% | -284.7% | -0.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling