+29.8%
AEM vs ACI
-34.6%
+64.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -3.0% |
| 7D | -5.0% | -7.1% | +2.0% | -5.4% |
| 30D | +8.5% | -4.5% | +12.9% | +8.2% |
| 3M | +29.3% | -22.3% | +51.5% | +28.2% |
| 6M | -12.9% | -28.4% | +15.5% | -14.0% |
| YTD | +16.8% | -29.5% | +46.3% | +15.7% |
| 1Y | +29.8% | -34.2% | +64.1% | +23.2% |
| All | +29.8% | -34.6% | +64.5% | +23.2% |
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