+11,820.2%
AME vs ACGL
+4,429.2%
+7,391.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.0% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | -6.7% | -1.0% | -5.7% | -6.5% |
| 3M | +4.1% | +11.0% | -7.0% | +0.5% |
| 6M | +1.6% | -0.3% | +1.9% | +1.2% |
| YTD | +16.1% | +2.3% | +13.9% | +14.6% |
| 1Y | +27.3% | +6.4% | +21.0% | +24.0% |
| 3Y | +50.9% | +34.0% | +16.9% | +34.7% |
| 5Y | +81.4% | +161.6% | -80.3% | +30.9% |
| 10Y | +417.0% | +278.6% | +138.4% | +234.3% |
| All | +11,820.2% | +4,429.2% | +7,391.0% | +5,200.7% |
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