+84.8%
AME vs ACI
-44.9%
+129.8%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | +0.2% |
| 7D | +2.8% | -2.6% | +5.4% | +3.0% |
| 30D | -6.3% | +1.1% | -7.4% | -6.4% |
| 3M | +5.4% | -23.6% | +29.0% | +7.3% |
| 6M | +7.4% | -29.9% | +37.4% | +10.2% |
| YTD | +16.2% | -26.9% | +43.0% | +18.4% |
| 1Y | +26.8% | -34.2% | +61.1% | +30.8% |
| 3Y | +57.5% | -43.6% | +101.1% | +65.3% |
| 5Y | +84.8% | -42.4% | +127.2% | +88.2% |
| All | +84.8% | -44.9% | +129.8% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling