+216.4%
AEE vs ACM
+130.8%
+85.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.2% | +3.0% | -2.8% | -0.4% |
| 30D | +9.7% | +19.7% | -9.9% | +6.1% |
| 3M | +5.8% | +5.3% | +0.5% | +4.4% |
| 6M | +4.5% | -10.8% | +15.2% | +6.0% |
| YTD | +15.8% | -25.1% | +40.9% | +20.8% |
| 1Y | +10.8% | -45.8% | +56.5% | +23.5% |
| 3Y | +62.8% | -9.4% | +72.2% | +60.3% |
| 5Y | +56.1% | +4.8% | +51.3% | +47.7% |
| 10Y | +216.4% | +129.8% | +86.7% | +147.7% |
| All | +216.4% | +130.8% | +85.6% | +147.7% |
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