+324.9%
ACGL vs AEE
+222.5%
+102.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.3% |
| 7D | +2.2% | +1.7% | +0.5% | +1.2% |
| 30D | +12.3% | +9.7% | +2.6% | +6.6% |
| 3M | +11.8% | +5.9% | +5.9% | +8.2% |
| 6M | +17.5% | +6.7% | +10.8% | +12.9% |
| YTD | +14.3% | +17.4% | -3.1% | +3.8% |
| 1Y | +18.2% | +12.7% | +5.5% | +9.8% |
| 3Y | +33.2% | +68.2% | -35.1% | -2.5% |
| 5Y | +174.3% | +57.3% | +117.0% | +103.7% |
| All | +324.9% | +222.5% | +102.4% | +171.6% |
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