+8.5%
AEIS vs ACM
-46.0%
+54.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.5% | -4.0% |
| 7D | +11.5% | +5.6% | +5.9% | +10.9% |
| 30D | -15.8% | +20.8% | -36.6% | -17.0% |
| 3M | -33.3% | +11.4% | -44.7% | -33.9% |
| 6M | -35.2% | +0.9% | -36.1% | -34.8% |
| YTD | +5.0% | -24.8% | +29.8% | +12.7% |
| 1Y | +8.5% | -46.4% | +54.9% | +26.6% |
| All | +8.5% | -46.0% | +54.5% | +26.6% |
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