+443.9%
AME vs ACGL
+332.3%
+111.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +3.8% |
| 7D | -1.5% | -1.1% | -0.4% | -1.2% |
| 30D | -4.2% | +13.1% | -17.3% | -9.5% |
| 3M | -5.9% | +9.8% | -15.7% | -10.2% |
| 6M | +2.8% | +15.3% | -12.5% | -4.6% |
| YTD | +16.6% | +12.7% | +3.8% | +8.8% |
| 1Y | +22.1% | +20.7% | +1.4% | +10.3% |
| 3Y | +64.7% | +34.3% | +30.4% | +36.3% |
| 5Y | +76.6% | +170.6% | -94.0% | -3.0% |
| 10Y | +443.9% | +330.6% | +113.3% | +105.9% |
| All | +443.9% | +332.3% | +111.5% | +105.9% |
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