+357.5%
AEE vs ACM
+250.7%
+106.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.2% | -4.2% | -0.1% |
| 7D | +2.3% | +6.9% | -4.6% | +0.8% |
| 30D | +11.6% | +19.1% | -7.5% | +7.4% |
| 3M | +5.5% | -6.9% | +12.4% | +6.6% |
| 6M | +6.0% | -12.0% | +18.1% | +8.0% |
| YTD | +16.6% | -25.1% | +41.7% | +22.3% |
| 1Y | +12.1% | -45.4% | +57.5% | +26.0% |
| 3Y | +64.2% | -6.9% | +71.1% | +61.3% |
| 5Y | +59.1% | +3.7% | +55.4% | +51.0% |
| 10Y | +210.2% | +135.8% | +74.4% | +129.5% |
| All | +357.5% | +250.7% | +106.9% | +152.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling