+569.3%
AEM vs ACM
+250.2%
+319.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -4.0% |
| 7D | -5.6% | +5.1% | -10.7% | -6.6% |
| 30D | -3.9% | +18.7% | -22.5% | -7.4% |
| 3M | -3.4% | +15.5% | -18.9% | -6.6% |
| 6M | -9.0% | +1.2% | -10.2% | -9.9% |
| YTD | +5.9% | -25.2% | +31.2% | +11.6% |
| 1Y | +4.0% | -46.3% | +50.3% | +17.7% |
| 3Y | +298.8% | -9.6% | +308.3% | +298.7% |
| 5Y | +250.7% | +4.4% | +246.3% | +237.5% |
| 10Y | +405.9% | +129.3% | +276.6% | +277.4% |
| All | +569.3% | +250.2% | +319.2% | +266.3% |
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