+356.1%
AEE vs ACM
+252.7%
+103.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.4% |
| 7D | +3.0% | +6.6% | -3.6% | +1.5% |
| 30D | +11.2% | +19.8% | -8.5% | +6.9% |
| 3M | +7.0% | -3.1% | +10.1% | +7.2% |
| 6M | +5.7% | -11.5% | +17.2% | +7.6% |
| YTD | +16.2% | -24.7% | +40.9% | +21.8% |
| 1Y | +12.0% | -45.1% | +57.1% | +25.8% |
| 3Y | +63.4% | -8.9% | +72.2% | +61.3% |
| 5Y | +56.0% | +5.4% | +50.6% | +47.6% |
| 10Y | +217.4% | +131.1% | +86.3% | +136.0% |
| All | +356.1% | +252.7% | +103.4% | +150.9% |
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 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