+554.7%
AEIS vs ACM
+124.8%
+429.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | +0.9% |
| 7D | +6.5% | -3.7% | +10.1% | +9.1% |
| 30D | -9.2% | -12.7% | +3.5% | -2.7% |
| 3M | -8.3% | -9.8% | +1.4% | -5.1% |
| 6M | -6.3% | -31.4% | +25.1% | +16.7% |
| YTD | +36.5% | -32.1% | +68.6% | +68.4% |
| 1Y | +84.8% | -47.8% | +132.6% | +174.1% |
| 3Y | +176.6% | -22.1% | +198.7% | +207.9% |
| 5Y | +237.1% | +1.8% | +235.3% | +209.4% |
| 10Y | +554.7% | +132.5% | +422.1% | +271.9% |
| All | +554.7% | +124.8% | +429.9% | +271.9% |
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 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