+266.9%
ACGL vs AEE
+185.4%
+81.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -3.0% |
| 7D | -2.9% | +1.3% | -4.3% | -3.7% |
| 30D | -2.8% | -1.2% | -1.6% | -2.2% |
| 3M | +6.8% | +1.0% | +5.8% | +6.1% |
| 6M | -1.5% | -2.3% | +0.7% | -0.6% |
| YTD | -0.2% | +9.1% | -9.4% | -5.5% |
| 1Y | +5.3% | +10.6% | -5.3% | -1.1% |
| 3Y | +30.3% | +48.5% | -18.2% | +2.6% |
| 5Y | +151.8% | +39.9% | +112.0% | +101.4% |
| 10Y | +266.9% | +185.7% | +81.1% | +139.1% |
| All | +266.9% | +185.4% | +81.4% | +139.1% |
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