+302.2%
AEM vs ACI
-31.5%
+333.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.1% |
| 7D | -6.8% | +2.3% | -9.1% | -7.0% |
| 30D | +0.8% | +1.2% | -0.4% | +0.7% |
| 3M | -0.8% | +6.8% | -7.6% | -1.4% |
| 6M | -8.5% | -18.7% | +10.2% | -6.8% |
| YTD | +5.9% | -20.2% | +26.2% | +8.0% |
| 1Y | +6.6% | -23.7% | +30.3% | +9.6% |
| 3Y | +302.2% | -31.6% | +333.8% | +337.8% |
| All | +302.2% | -31.5% | +333.7% | +337.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling