+78.5%
AME vs ACM
+1.1%
+77.4%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.1% | +0.2% |
| 7D | +5.9% | +5.6% | +0.2% | +3.8% |
| 30D | -1.9% | +20.8% | -22.7% | -8.6% |
| 3M | -5.4% | +11.4% | -16.8% | -9.6% |
| 6M | +4.9% | +0.9% | +4.0% | +3.2% |
| YTD | +18.5% | -24.8% | +43.3% | +30.9% |
| 1Y | +25.5% | -46.4% | +71.9% | +62.2% |
| 3Y | +63.0% | -9.2% | +72.3% | +57.3% |
| All | +78.5% | +1.1% | +77.4% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling