+18.7%
AEM vs ACI
-18.4%
+37.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +3.5% | +6.1% | +9.7% |
| 7D | +0.2% | +4.5% | -4.3% | +0.3% |
| 30D | +0.1% | +20.9% | -20.8% | +0.5% |
| 3M | +22.1% | +15.2% | +6.8% | +22.5% |
| 6M | +2.4% | -13.3% | +15.8% | +2.7% |
| YTD | +8.9% | -16.2% | +25.1% | +9.3% |
| 1Y | +18.7% | -16.9% | +35.6% | +19.3% |
| All | +18.7% | -18.4% | +37.1% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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