+18.7%
AEM vs ACM
-46.6%
+65.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +2.9% | +6.7% | +9.1% |
| 7D | +0.2% | +9.5% | -9.3% | -1.3% |
| 30D | +0.1% | +14.7% | -14.7% | -2.1% |
| 3M | +22.1% | -9.5% | +31.6% | +23.4% |
| 6M | +2.4% | -18.0% | +20.5% | +6.6% |
| YTD | +8.9% | -27.3% | +36.2% | +17.5% |
| 1Y | +18.7% | -47.0% | +65.7% | +38.1% |
| All | +18.7% | -46.6% | +65.3% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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