+330.6%
ACGL vs AEE
+205.5%
+125.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.3% | +0.2% |
| 7D | -1.1% | +2.3% | -3.4% | -2.3% |
| 30D | +13.1% | +11.6% | +1.6% | +6.4% |
| 3M | +9.8% | +5.5% | +4.3% | +6.4% |
| 6M | +15.3% | +6.0% | +9.2% | +11.2% |
| YTD | +12.7% | +16.6% | -3.9% | +2.8% |
| 1Y | +20.7% | +12.1% | +8.7% | +12.5% |
| 3Y | +34.3% | +64.2% | -29.9% | -0.2% |
| 5Y | +170.6% | +59.1% | +111.5% | +99.5% |
| 10Y | +330.6% | +210.2% | +120.4% | +179.1% |
| All | +330.6% | +205.5% | +125.1% | +179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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