+172.1%
ACGL vs AEE
+56.4%
+115.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.1% |
| 7D | +2.2% | +1.7% | +0.5% | +1.5% |
| 30D | +12.3% | +9.7% | +2.6% | +8.0% |
| 3M | +11.8% | +5.9% | +5.9% | +9.1% |
| 6M | +17.5% | +6.7% | +10.8% | +14.1% |
| YTD | +14.3% | +17.4% | -3.1% | +6.5% |
| 1Y | +18.2% | +12.7% | +5.5% | +12.0% |
| 3Y | +33.2% | +68.2% | -35.1% | +9.0% |
| All | +172.1% | +56.4% | +115.7% | +122.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling