+344.3%
ACGL vs ALLE
+225.5%
+118.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.2% |
| 7D | +6.4% | 0.0% | +6.3% | +6.3% |
| 30D | +16.6% | +20.6% | -4.0% | +6.6% |
| 3M | +11.6% | +11.4% | +0.2% | +5.7% |
| 6M | +17.5% | +42.5% | -25.1% | -1.7% |
| YTD | +15.3% | +18.9% | -3.6% | +4.2% |
| 1Y | +26.3% | +14.2% | +12.1% | +16.4% |
| 3Y | +35.9% | +90.7% | -54.8% | -8.0% |
| 5Y | +168.2% | +52.5% | +115.7% | +99.7% |
| All | +344.3% | +225.5% | +118.8% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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