+376.1%
AEM vs ACM
+124.8%
+251.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.4% | +0.8% |
| 7D | +3.0% | -3.7% | +6.7% | +3.5% |
| 30D | +12.5% | -12.7% | +25.1% | +14.2% |
| 3M | +26.9% | -9.8% | +36.7% | +28.2% |
| 6M | -9.4% | -31.4% | +22.0% | -5.3% |
| YTD | +20.3% | -32.1% | +52.4% | +25.9% |
| 1Y | +33.8% | -47.8% | +81.6% | +44.7% |
| 3Y | +349.8% | -22.1% | +371.9% | +360.6% |
| 5Y | +301.0% | +1.8% | +299.2% | +300.5% |
| 10Y | +376.1% | +132.5% | +243.5% | +354.7% |
| All | +376.1% | +124.8% | +251.3% | +354.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling