+10.8%
AEE vs ACM
-45.3%
+56.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.3% |
| 7D | +0.2% | +3.0% | -2.8% | +0.1% |
| 30D | +9.7% | +19.7% | -9.9% | +9.4% |
| 3M | +5.8% | +5.3% | +0.5% | +5.4% |
| 6M | +4.5% | -10.8% | +15.2% | +3.9% |
| YTD | +15.8% | -25.1% | +40.9% | +13.8% |
| 1Y | +10.8% | -45.8% | +56.5% | +11.9% |
| All | +10.8% | -45.3% | +56.0% | +11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling