+20.4%
AME vs ACI
-18.4%
+38.9%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.2% | -4.1% |
| 7D | -4.4% | +4.5% | -8.9% | -3.8% |
| 30D | -5.9% | +20.9% | -26.7% | -3.8% |
| 3M | -6.5% | +15.2% | -21.8% | -4.9% |
| 6M | +3.2% | -13.3% | +16.5% | +2.6% |
| YTD | +16.0% | -16.2% | +32.2% | +15.5% |
| 1Y | +20.4% | -16.9% | +37.3% | +19.6% |
| All | +20.4% | -18.4% | +38.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 1y: compounded portfolio wealth divided by compounded ACI 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…
1y analysis · Full analysis span regression · 6 months rolling