+1,791.7%
AEM vs ACGL
+4,853.1%
-3,061.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +1.6% |
| 7D | +15.8% | +0.9% | +15.0% | +15.8% |
| 30D | +6.2% | +13.7% | -7.5% | +5.0% |
| 3M | +14.3% | +8.0% | +6.3% | +13.5% |
| 6M | +1.4% | +13.3% | -11.9% | +0.1% |
| YTD | +13.7% | +11.8% | +1.9% | +12.3% |
| 1Y | +21.3% | +22.2% | -0.9% | +18.8% |
| 3Y | +309.9% | +32.5% | +277.4% | +296.6% |
| 5Y | +301.0% | +160.2% | +140.8% | +262.1% |
| 10Y | +344.0% | +338.5% | +5.5% | +273.1% |
| All | +1,791.7% | +4,853.1% | -3,061.3% | +1,313.7% |
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