+343.3%
AEM vs ACGL
+263.8%
+79.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.3% |
| 7D | +4.3% | -2.9% | +7.3% | +4.5% |
| 30D | +13.1% | -2.8% | +15.9% | +13.3% |
| 3M | +24.8% | +6.8% | +18.0% | +24.2% |
| 6M | -8.2% | -1.5% | -6.7% | -8.3% |
| YTD | +19.8% | -0.2% | +20.1% | +19.6% |
| 1Y | +32.1% | +5.3% | +26.8% | +31.3% |
| 3Y | +348.2% | +30.3% | +317.9% | +339.6% |
| 5Y | +297.5% | +151.8% | +145.6% | +273.8% |
| 10Y | +343.3% | +266.9% | +76.4% | +367.2% |
| All | +343.3% | +263.8% | +79.5% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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