+330.6%
ACGL vs AEIS
+358.4%
-27.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.3% | -10.5% | -1.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.8% |
| 30D | +13.1% | -24.0% | +37.2% | +17.1% |
| 3M | +9.8% | -32.5% | +42.3% | +15.2% |
| 6M | +15.3% | -38.6% | +53.8% | +20.6% |
| YTD | +12.7% | +4.8% | +7.9% | +3.5% |
| 1Y | +20.7% | +1.3% | +19.4% | +11.4% |
| 3Y | +34.3% | +159.2% | -124.9% | -7.3% |
| 5Y | +170.6% | +140.8% | +29.8% | +83.1% |
| 10Y | +330.6% | +349.8% | -19.2% | +120.6% |
| All | +330.6% | +358.4% | -27.9% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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