+653.3%
AEM vs ACM
+250.7%
+402.7%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +5.2% | -0.4% | +3.7% |
| 7D | +17.8% | +6.9% | +10.9% | +16.2% |
| 30D | +6.2% | +19.1% | -12.8% | +2.3% |
| 3M | +12.5% | -6.9% | +19.5% | +13.8% |
| 6M | +4.4% | -12.0% | +16.4% | +6.4% |
| YTD | +19.2% | -25.1% | +44.3% | +25.6% |
| 1Y | +25.5% | -45.4% | +70.9% | +41.6% |
| 3Y | +346.4% | -6.9% | +353.4% | +343.5% |
| 5Y | +305.7% | +3.7% | +301.9% | +290.8% |
| 10Y | +375.9% | +135.8% | +240.1% | +252.0% |
| All | +653.3% | +250.7% | +402.7% | +312.2% |
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