-28.8%
ACN vs AME
+26.4%
-55.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -2.0% |
| 7D | -6.3% | +1.3% | -7.7% | -6.0% |
| 30D | -1.4% | -6.6% | +5.2% | -2.8% |
| 3M | +2.6% | +3.0% | -0.4% | +2.9% |
| 6M | -14.3% | +5.3% | -19.6% | -14.3% |
| YTD | -33.1% | +15.4% | -48.6% | -35.4% |
| 1Y | -28.8% | +26.8% | -55.6% | -33.7% |
| All | -28.8% | +26.4% | -55.2% | -33.7% |
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