-42.9%
ACN vs AME
+85.0%
-127.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.1% | -4.1% |
| 7D | -4.8% | +2.8% | -7.6% | -6.0% |
| 30D | +1.9% | -6.3% | +8.2% | +4.7% |
| 3M | +3.9% | +5.4% | -1.5% | -0.2% |
| 6M | -15.0% | +7.4% | -22.5% | -20.2% |
| YTD | -31.9% | +16.2% | -48.1% | -39.4% |
| 1Y | -28.5% | +26.8% | -55.3% | -40.1% |
| 3Y | -41.9% | +57.5% | -99.4% | -59.9% |
| 5Y | -42.9% | +84.8% | -127.7% | -66.3% |
| All | -42.9% | +85.0% | -127.9% | -66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling