+431.3%
AME vs ACM
+133.7%
+297.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.1% | +6.6% | -10.7% | -6.8% |
| 30D | -4.1% | +19.8% | -23.9% | -11.5% |
| 3M | -5.6% | -3.1% | -2.5% | -5.5% |
| 6M | +2.8% | -11.5% | +14.4% | +6.4% |
| YTD | +16.6% | -24.7% | +41.3% | +29.0% |
| 1Y | +21.1% | -45.1% | +66.1% | +54.8% |
| 3Y | +61.1% | -8.9% | +70.0% | +58.3% |
| 5Y | +76.6% | +5.4% | +71.2% | +59.3% |
| 10Y | +431.3% | +131.1% | +300.2% | +219.3% |
| All | +431.3% | +133.7% | +297.6% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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