+1,697.2%
ACN vs AME
+6,106.6%
-4,409.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -4.1% |
| 7D | -1.5% | +0.6% | -2.1% | -1.9% |
| 30D | +9.4% | -6.7% | +16.1% | +12.9% |
| 3M | +5.6% | +4.1% | +1.6% | +2.3% |
| 6M | -9.3% | +1.6% | -10.8% | -12.0% |
| YTD | -29.0% | +16.1% | -45.1% | -35.9% |
| 1Y | -24.7% | +27.3% | -52.0% | -35.4% |
| 3Y | -39.8% | +50.9% | -90.7% | -53.6% |
| 5Y | -40.9% | +81.4% | -122.3% | -58.5% |
| 10Y | +91.1% | +417.0% | -325.8% | -21.5% |
| All | +1,697.2% | +6,106.6% | -4,409.4% | +83.9% |
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