+408.7%
AEM vs ACM
+132.6%
+276.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.1% |
| 7D | -6.8% | +5.6% | -12.5% | -7.5% |
| 30D | +0.8% | +20.8% | -20.0% | -1.7% |
| 3M | -0.8% | +11.4% | -12.3% | -2.4% |
| 6M | -8.5% | +0.9% | -9.5% | -9.1% |
| YTD | +5.9% | -24.8% | +30.8% | +9.5% |
| 1Y | +6.6% | -46.4% | +53.0% | +15.0% |
| 3Y | +302.2% | -9.2% | +311.4% | +304.1% |
| 5Y | +250.8% | +5.0% | +245.8% | +247.0% |
| All | +408.7% | +132.6% | +276.1% | +393.9% |
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