+1,330.6%
AEP vs ACGL
+4,429.2%
-3,098.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +0.2% |
| 7D | +1.8% | -0.7% | +2.5% | +1.9% |
| 30D | -0.8% | -1.0% | +0.2% | -0.6% |
| 3M | -1.8% | +11.0% | -12.9% | -3.8% |
| 6M | -5.4% | -0.3% | -5.0% | -5.4% |
| YTD | +10.4% | +2.3% | +8.2% | +9.7% |
| 1Y | +18.2% | +6.4% | +11.8% | +16.5% |
| 3Y | +79.0% | +34.0% | +45.0% | +67.4% |
| 5Y | +64.8% | +161.6% | -96.8% | +34.5% |
| 10Y | +170.8% | +278.6% | -107.7% | +103.3% |
| All | +1,330.6% | +4,429.2% | -3,098.6% | +741.5% |
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