+348.2%
AEM vs ACM
-19.8%
+368.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | +4.3% | -0.3% | +4.6% | +4.4% |
| 30D | +13.1% | -12.9% | +26.0% | +16.0% |
| 3M | +24.8% | -6.4% | +31.2% | +25.7% |
| 6M | -8.2% | -29.2% | +21.0% | -1.2% |
| YTD | +19.8% | -29.9% | +49.8% | +29.2% |
| 1Y | +32.1% | -47.3% | +79.3% | +51.5% |
| 3Y | +348.2% | -19.6% | +367.8% | +352.9% |
| All | +348.2% | -19.8% | +368.0% | +352.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling