+58.1%
AME vs ACI
-33.9%
+92.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.4% | +5.9% | +2.4% |
| 7D | -5.2% | -2.2% | -2.9% | -5.2% |
| 30D | -8.0% | +10.3% | -18.3% | -7.8% |
| 3M | -8.9% | +7.2% | -16.1% | -8.7% |
| 6M | -5.0% | -18.0% | +13.0% | -4.9% |
| YTD | +11.9% | -22.0% | +33.9% | +12.0% |
| 1Y | +16.6% | -23.4% | +40.0% | +16.8% |
| All | +58.1% | -33.9% | +92.0% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling