+282.8%
AEM vs ACI
+25.9%
+256.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +24.0% | +5.9% | +18.1% | +23.2% |
| 3M | +16.1% | -19.8% | +35.9% | +18.4% |
| 6M | -11.6% | -24.7% | +13.1% | -9.4% |
| YTD | +21.5% | -24.4% | +45.9% | +24.4% |
| 1Y | +39.2% | -31.5% | +70.7% | +44.1% |
| 3Y | +347.4% | -38.7% | +386.1% | +368.9% |
| 5Y | +290.1% | -42.8% | +332.9% | +306.0% |
| All | +282.8% | +25.9% | +256.9% | +277.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling