+84.5%
AME vs ACM
+5.0%
+79.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +0.6% | -3.7% | +4.4% | +2.0% |
| 30D | -6.7% | -11.1% | +4.4% | -3.0% |
| 3M | +4.1% | -8.0% | +12.1% | +6.4% |
| 6M | +1.6% | -29.7% | +31.2% | +15.8% |
| YTD | +16.1% | -29.4% | +45.5% | +31.2% |
| 1Y | +27.3% | -46.4% | +73.8% | +61.9% |
| 3Y | +50.9% | -22.3% | +73.2% | +57.4% |
| All | +84.5% | +5.0% | +79.5% | +67.1% |
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