+375.9%
AEM vs ACGL
+332.3%
+43.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.8% |
| 7D | +17.8% | -1.1% | +18.9% | +17.9% |
| 30D | +6.2% | +13.1% | -6.9% | +5.7% |
| 3M | +12.5% | +9.8% | +2.8% | +12.1% |
| 6M | +4.4% | +15.3% | -10.9% | +3.7% |
| YTD | +19.2% | +12.7% | +6.5% | +18.4% |
| 1Y | +25.5% | +20.7% | +4.8% | +24.1% |
| 3Y | +346.4% | +34.3% | +312.2% | +338.5% |
| 5Y | +305.7% | +170.6% | +135.1% | +281.4% |
| 10Y | +375.9% | +330.6% | +45.3% | +583.0% |
| All | +375.9% | +332.3% | +43.6% | +583.0% |
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