+424.3%
AME vs ACM
+128.0%
+296.3%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.4% |
| 7D | +2.8% | -0.3% | +3.1% | +2.9% |
| 30D | -6.3% | -12.9% | +6.7% | -1.3% |
| 3M | +5.4% | -6.4% | +11.8% | +7.0% |
| 6M | +7.4% | -29.2% | +36.7% | +23.4% |
| YTD | +16.2% | -29.9% | +46.1% | +33.0% |
| 1Y | +26.8% | -47.3% | +74.1% | +64.9% |
| 3Y | +57.5% | -19.6% | +77.1% | +64.3% |
| 5Y | +84.8% | +5.5% | +79.3% | +66.4% |
| 10Y | +424.3% | +129.7% | +294.6% | +222.6% |
| All | +424.3% | +128.0% | +296.3% | +222.6% |
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