+167.9%
AEIS vs ACM
-19.2%
+187.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +3.0% | -3.7% | +6.7% | +5.0% |
| 30D | -14.6% | -11.1% | -3.5% | -9.8% |
| 3M | -12.4% | -8.0% | -4.5% | -10.1% |
| 6M | -15.0% | -29.7% | +14.7% | +4.8% |
| YTD | +34.3% | -29.4% | +63.7% | +61.1% |
| 1Y | +87.4% | -46.4% | +133.8% | +182.1% |
| All | +167.9% | -19.2% | +187.1% | +160.8% |
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