+80.5%
AEP vs ACGL
+159.2%
-78.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.4% |
| 7D | -2.8% | +0.9% | -3.7% | -3.0% |
| 30D | +3.6% | +13.7% | -10.1% | +0.9% |
| 3M | +1.8% | +8.0% | -6.3% | +0.1% |
| 6M | -3.1% | +13.3% | -16.4% | -5.7% |
| YTD | +12.2% | +11.8% | +0.4% | +9.3% |
| 1Y | +9.1% | +22.2% | -13.1% | +4.4% |
| 3Y | +77.9% | +32.5% | +45.4% | +67.0% |
| All | +80.5% | +159.2% | -78.7% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling