+88.5%
ACN vs AME
+425.2%
-336.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | -6.3% | +1.3% | -7.7% | -7.0% |
| 30D | -1.4% | -6.6% | +5.2% | +2.1% |
| 3M | +2.6% | +3.0% | -0.4% | -0.6% |
| 6M | -14.3% | +5.3% | -19.6% | -19.0% |
| YTD | -33.1% | +15.4% | -48.6% | -40.5% |
| 1Y | -28.8% | +26.8% | -55.6% | -40.4% |
| 3Y | -43.0% | +56.5% | -99.5% | -59.3% |
| 5Y | -44.0% | +85.2% | -129.3% | -64.3% |
| 10Y | +88.5% | +428.5% | -340.0% | -22.5% |
| All | +88.5% | +425.2% | -336.7% | -22.5% |
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 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