+186.6%
AEE vs ACM
+131.7%
+55.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.5% | -0.9% |
| 7D | -0.7% | -5.9% | +5.2% | +0.4% |
| 30D | -2.0% | -6.2% | +4.2% | -1.1% |
| 3M | -2.8% | -7.9% | +5.1% | -1.8% |
| 6M | -3.6% | -30.6% | +27.0% | +2.4% |
| YTD | +7.3% | -33.3% | +40.6% | +14.2% |
| 1Y | +8.7% | -49.2% | +57.9% | +21.8% |
| 3Y | +46.0% | -23.5% | +69.5% | +48.6% |
| 5Y | +39.8% | +0.9% | +38.8% | +33.3% |
| All | +186.6% | +131.7% | +55.0% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling