+1,574.8%
AME vs ACM
+230.8%
+1,344.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | +0.6% | -3.7% | +4.4% | +2.2% |
| 30D | -6.7% | -11.1% | +4.4% | -2.9% |
| 3M | +4.1% | -8.0% | +12.1% | +6.4% |
| 6M | +1.6% | -29.7% | +31.2% | +15.5% |
| YTD | +16.1% | -29.4% | +45.5% | +31.0% |
| 1Y | +27.3% | -46.4% | +73.8% | +60.4% |
| 3Y | +50.9% | -22.3% | +73.2% | +60.3% |
| 5Y | +81.4% | +4.5% | +76.9% | +68.0% |
| 10Y | +417.0% | +127.6% | +289.3% | +229.1% |
| All | +1,574.8% | +230.8% | +1,344.0% | +695.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling