+36.0%
ACGL vs AEIS
+142.1%
-106.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.6% |
| 7D | -0.7% | +3.0% | -3.7% | -0.6% |
| 30D | -1.0% | -14.6% | +13.7% | -1.7% |
| 3M | +11.0% | -12.4% | +23.5% | +10.7% |
| 6M | -0.3% | -15.0% | +14.6% | -0.6% |
| YTD | +2.3% | +34.3% | -32.0% | +3.0% |
| 1Y | +6.4% | +87.4% | -81.0% | +7.2% |
| All | +36.0% | +142.1% | -106.1% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling