+39.9%
AEE vs ACM
+4.8%
+35.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | +1.3% | -0.3% | +1.6% | +1.4% |
| 30D | -1.2% | -12.9% | +11.7% | +0.7% |
| 3M | +1.0% | -6.4% | +7.4% | +1.7% |
| 6M | -2.3% | -29.2% | +26.9% | +3.1% |
| YTD | +9.1% | -29.9% | +39.1% | +14.6% |
| 1Y | +10.6% | -47.3% | +57.8% | +23.2% |
| 3Y | +48.5% | -19.6% | +68.1% | +46.3% |
| 5Y | +39.9% | +5.5% | +34.3% | +28.5% |
| All | +39.9% | +4.8% | +35.1% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling