+331.1%
ACGL vs ALLE
+222.4%
+108.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.5% |
| 7D | +0.9% | -0.6% | +1.4% | +1.1% |
| 30D | +13.7% | +25.3% | -11.6% | +2.2% |
| 3M | +8.0% | +10.3% | -2.2% | +2.8% |
| 6M | +13.3% | +38.0% | -24.8% | -3.7% |
| YTD | +11.8% | +17.8% | -5.9% | +1.6% |
| 1Y | +22.2% | +13.6% | +8.6% | +12.9% |
| 3Y | +32.5% | +89.2% | -56.7% | -10.0% |
| 5Y | +160.2% | +51.1% | +109.1% | +94.6% |
| All | +331.1% | +222.4% | +108.7% | +144.6% |
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