+69.5%
AME vs ACGL
+159.2%
-89.7%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.5% | +3.2% |
| 7D | -5.2% | +0.9% | -6.0% | -5.5% |
| 30D | -8.0% | +13.7% | -21.8% | -11.1% |
| 3M | -8.9% | +8.0% | -16.9% | -10.9% |
| 6M | -5.0% | +13.3% | -18.3% | -8.6% |
| YTD | +11.9% | +11.8% | 0.0% | +7.8% |
| 1Y | +16.6% | +22.2% | -5.6% | +9.4% |
| 3Y | +62.5% | +32.5% | +30.0% | +44.9% |
| All | +69.5% | +159.2% | -89.7% | +6.9% |
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 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