+190.2%
AEE vs ACM
+135.8%
+54.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.6% | +0.1% |
| 7D | +1.1% | -3.7% | +4.7% | +1.7% |
| 30D | 0.0% | -12.7% | +12.7% | +2.2% |
| 3M | -0.9% | -9.8% | +8.9% | +0.5% |
| 6M | -2.4% | -31.4% | +29.0% | +3.9% |
| YTD | +8.6% | -32.1% | +40.7% | +15.2% |
| 1Y | +10.2% | -47.8% | +58.0% | +22.8% |
| 3Y | +47.8% | -22.1% | +69.9% | +50.0% |
| 5Y | +40.1% | +1.8% | +38.3% | +33.5% |
| All | +190.2% | +135.8% | +54.4% | +143.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling