+27.6%
AME vs ACI
-34.0%
+61.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +2.6% |
| 30D | -6.3% | +1.1% | -7.4% | -6.2% |
| 3M | +5.4% | -23.6% | +29.0% | +4.0% |
| 6M | +7.4% | -29.9% | +37.4% | +5.9% |
| YTD | +16.2% | -26.9% | +43.0% | +14.6% |
| All | +27.6% | -34.0% | +61.7% | +25.9% |
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