+353.2%
AEIS vs ACM
+131.3%
+221.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +23.2% | +5.1% | +18.1% | +19.4% |
| 30D | -17.0% | +18.7% | -35.7% | -26.3% |
| 3M | -32.2% | +15.5% | -47.6% | -39.6% |
| 6M | -32.6% | +1.2% | -33.8% | -35.9% |
| YTD | +9.4% | -25.2% | +34.6% | +26.6% |
| 1Y | +7.7% | -46.3% | +54.0% | +58.9% |
| 3Y | +157.9% | -9.6% | +167.5% | +157.1% |
| 5Y | +154.8% | +4.4% | +150.4% | +126.6% |
| All | +353.2% | +131.3% | +221.9% | +128.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling