-41.9%
ACN vs AME
+55.3%
-97.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.8% | +2.8% | -7.6% | -5.3% |
| 30D | +1.9% | -6.3% | +8.2% | +3.0% |
| 3M | +3.9% | +5.4% | -1.5% | +1.8% |
| 6M | -15.0% | +7.4% | -22.5% | -17.9% |
| YTD | -31.9% | +16.2% | -48.1% | -36.5% |
| 1Y | -28.5% | +26.8% | -55.3% | -35.8% |
| 3Y | -41.9% | +57.5% | -99.4% | -54.2% |
| All | -41.9% | +55.3% | -97.2% | -54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling