+349.8%
AEIS vs ACM
+147.1%
+202.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +5.2% | +6.1% | +7.9% |
| 7D | +1.0% | +6.9% | -5.9% | -3.3% |
| 30D | -24.0% | +19.1% | -43.1% | -32.5% |
| 3M | -32.5% | -6.9% | -25.6% | -31.0% |
| 6M | -38.6% | -12.0% | -26.5% | -35.7% |
| YTD | +4.8% | -25.1% | +30.0% | +20.9% |
| 1Y | +1.3% | -45.4% | +46.7% | +46.4% |
| 3Y | +159.2% | -6.9% | +166.1% | +153.8% |
| 5Y | +140.8% | +3.7% | +137.1% | +116.7% |
| 10Y | +349.8% | +135.8% | +214.0% | +136.1% |
| All | +349.8% | +147.1% | +202.7% | +136.1% |
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