+408.7%
AEM vs ACGL
+324.4%
+84.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -6.8% | +2.2% | -9.0% | -6.9% |
| 30D | +0.8% | +12.3% | -11.5% | +0.3% |
| 3M | -0.8% | +11.8% | -12.7% | -1.3% |
| 6M | -8.5% | +17.5% | -26.0% | -9.3% |
| YTD | +5.9% | +14.3% | -8.3% | +5.1% |
| 1Y | +6.6% | +18.2% | -11.6% | +5.5% |
| 3Y | +302.2% | +33.2% | +269.0% | +294.9% |
| 5Y | +250.8% | +174.3% | +76.5% | +228.4% |
| All | +408.7% | +324.4% | +84.3% | +447.0% |
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