+299.6%
AEM vs ACI
-42.3%
+341.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.0% |
| 7D | +4.3% | -2.6% | +6.9% | +4.7% |
| 30D | +13.1% | +1.1% | +12.0% | +12.9% |
| 3M | +24.8% | -23.6% | +48.4% | +29.0% |
| 6M | -8.2% | -29.9% | +21.7% | -4.1% |
| YTD | +19.8% | -26.9% | +46.7% | +24.2% |
| 1Y | +32.1% | -34.2% | +66.3% | +39.4% |
| 3Y | +348.2% | -43.6% | +391.8% | +385.3% |
| All | +299.6% | -42.3% | +341.9% | +321.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling