+1,921.7%
AEM vs ACGL
+4,429.2%
-2,507.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -1.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.4% |
| 30D | +24.0% | -1.0% | +25.0% | +24.1% |
| 3M | +16.1% | +11.0% | +5.0% | +14.8% |
| 6M | -11.6% | -0.3% | -11.3% | -11.7% |
| YTD | +21.5% | +2.3% | +19.3% | +21.0% |
| 1Y | +39.2% | +6.4% | +32.8% | +37.9% |
| 3Y | +347.4% | +34.0% | +313.5% | +332.1% |
| 5Y | +290.1% | +161.6% | +128.5% | +252.1% |
| 10Y | +357.8% | +278.6% | +79.2% | +290.2% |
| All | +1,921.7% | +4,429.2% | -2,507.5% | +1,423.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling