+12.7%
AEE vs ACM
-46.0%
+58.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.1% |
| 7D | +1.7% | +5.6% | -3.9% | +1.6% |
| 30D | +9.7% | +20.8% | -11.1% | +9.4% |
| 3M | +5.9% | +11.4% | -5.5% | +5.6% |
| 6M | +6.7% | +0.9% | +5.8% | +6.3% |
| YTD | +17.4% | -24.8% | +42.2% | +15.3% |
| 1Y | +12.7% | -46.4% | +59.1% | +14.0% |
| All | +12.7% | -46.0% | +58.7% | +14.0% |
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