+86.8%
AEIS vs ACM
-47.1%
+133.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.9% |
| 7D | +8.1% | -0.3% | +8.4% | +8.2% |
| 30D | -11.1% | -12.9% | +1.8% | -7.9% |
| 3M | -5.6% | -6.4% | +0.7% | -4.5% |
| 6M | -0.6% | -29.2% | +28.6% | +11.8% |
| YTD | +38.0% | -29.9% | +68.0% | +52.6% |
| All | +86.8% | -47.1% | +133.9% | +131.6% |
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