+668.1%
AEM vs ACM
+230.8%
+437.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.5% | -3.7% | +3.2% | +0.3% |
| 30D | +24.0% | -11.1% | +35.1% | +26.8% |
| 3M | +16.1% | -8.0% | +24.1% | +17.6% |
| 6M | -11.6% | -29.7% | +18.0% | -5.3% |
| YTD | +21.5% | -29.4% | +50.9% | +29.8% |
| 1Y | +39.2% | -46.4% | +85.6% | +57.6% |
| 3Y | +347.4% | -22.3% | +369.8% | +362.3% |
| 5Y | +290.1% | +4.5% | +285.7% | +274.8% |
| 10Y | +357.8% | +127.6% | +230.1% | +240.3% |
| All | +668.1% | +230.8% | +437.3% | +325.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling