+121.2%
AEIS vs ACM
-12.3%
+133.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | -11.3% | +5.4% | -16.6% | -13.5% |
| 30D | -32.6% | +15.1% | -47.7% | -37.1% |
| 3M | -39.2% | -10.5% | -28.7% | -36.2% |
| 6M | -45.4% | -19.7% | -25.7% | -38.7% |
| YTD | -5.8% | -28.8% | +23.0% | +12.1% |
| 1Y | -10.0% | -47.9% | +37.9% | +39.3% |
| 3Y | +121.2% | -12.4% | +133.5% | +97.2% |
| All | +121.2% | -12.3% | +133.5% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling