+305.7%
AEM vs ACM
+3.6%
+302.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +3.4% |
| 7D | +17.8% | +6.9% | +10.9% | +15.8% |
| 30D | +6.2% | +19.1% | -12.8% | +1.5% |
| 3M | +12.5% | -6.9% | +19.5% | +14.1% |
| 6M | +4.4% | -12.0% | +16.4% | +7.1% |
| YTD | +19.2% | -25.1% | +44.3% | +27.9% |
| 1Y | +25.5% | -45.4% | +70.9% | +47.7% |
| 3Y | +346.4% | -6.9% | +353.4% | +329.9% |
| 5Y | +305.7% | +3.7% | +301.9% | +273.5% |
| All | +305.7% | +3.6% | +302.1% | +273.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling