+8.6%
AEIS vs ACM
-46.6%
+55.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.1% | -11.3% |
| 7D | -12.7% | +9.5% | -22.2% | -13.3% |
| 30D | -28.8% | +14.7% | -43.6% | -29.6% |
| 3M | -38.0% | -9.5% | -28.5% | -36.3% |
| 6M | -45.3% | -18.0% | -27.3% | -41.6% |
| YTD | +1.1% | -27.3% | +28.4% | +9.3% |
| 1Y | +8.6% | -47.0% | +55.6% | +30.0% |
| All | +8.6% | -46.6% | +55.2% | +30.0% |
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