+441.6%
AME vs ACGL
+329.5%
+112.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -1.4% | +2.5% | +1.6% |
| 30D | -4.1% | +12.4% | -16.4% | -9.2% |
| 3M | -6.3% | +11.1% | -17.4% | -11.1% |
| 6M | +3.5% | +16.3% | -12.8% | -4.3% |
| YTD | +17.3% | +13.8% | +3.5% | +9.0% |
| 1Y | +22.0% | +20.4% | +1.6% | +10.4% |
| 3Y | +62.0% | +33.6% | +28.4% | +34.5% |
| 5Y | +78.5% | +176.8% | -98.4% | -3.1% |
| 10Y | +441.6% | +324.6% | +117.0% | +110.9% |
| All | +441.6% | +329.5% | +112.2% | +110.9% |
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