+188.2%
AME vs ACI
+21.8%
+166.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +2.9% |
| 30D | -6.3% | +1.1% | -7.4% | -6.3% |
| 3M | +5.4% | -23.6% | +29.0% | +6.9% |
| 6M | +7.4% | -29.9% | +37.4% | +9.7% |
| YTD | +16.2% | -26.9% | +43.0% | +18.0% |
| 1Y | +26.8% | -34.2% | +61.1% | +29.9% |
| 3Y | +57.5% | -43.6% | +101.1% | +63.2% |
| 5Y | +84.8% | -42.4% | +127.2% | +89.1% |
| All | +188.2% | +21.8% | +166.4% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling