+11,097.9%
AME vs ACGL
+5,005.0%
+6,092.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | -11.4% | +6.4% | -17.8% | -13.1% |
| 30D | -12.1% | +16.6% | -28.7% | -16.2% |
| 3M | -12.3% | +11.6% | -23.9% | -15.4% |
| 6M | -4.6% | +17.5% | -22.1% | -9.7% |
| YTD | +9.1% | +15.3% | -6.2% | +3.7% |
| 1Y | +13.3% | +26.3% | -13.0% | +4.7% |
| 3Y | +58.2% | +35.9% | +22.3% | +40.6% |
| 5Y | +63.4% | +168.2% | -104.7% | +16.9% |
| 10Y | +436.7% | +352.0% | +84.7% | +229.9% |
| All | +11,097.9% | +5,005.0% | +6,092.9% | +4,694.8% |
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