+2,361.1%
ACN vs AME
+6,167.2%
-3,806.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -4.0% | +1.1% | -5.1% | -4.8% |
| 30D | +19.0% | -4.1% | +23.1% | +20.3% |
| 3M | +42.2% | -6.3% | +48.5% | +44.7% |
| 6M | +50.1% | +3.5% | +46.6% | +43.5% |
| YTD | -2.7% | +17.3% | -20.0% | -13.8% |
| 1Y | +7.6% | +22.0% | -14.4% | -6.6% |
| 3Y | -15.9% | +62.0% | -77.9% | -38.2% |
| 5Y | -24.4% | +78.5% | -102.9% | -47.0% |
| 10Y | +151.4% | +441.6% | -290.3% | -0.2% |
| All | +2,361.1% | +6,167.2% | -3,806.0% | +147.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling