+32.5%
ACGL vs ALLE
+88.9%
-56.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -2.8% |
| 7D | +0.9% | -0.6% | +1.4% | +1.0% |
| 30D | +13.7% | +25.3% | -11.6% | +10.0% |
| 3M | +8.0% | +10.3% | -2.2% | +6.4% |
| 6M | +13.3% | +38.0% | -24.8% | +7.9% |
| YTD | +11.8% | +17.8% | -5.9% | +8.6% |
| 1Y | +22.2% | +13.6% | +8.6% | +19.4% |
| 3Y | +32.5% | +89.2% | -56.7% | +31.5% |
| All | +32.5% | +88.9% | -56.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling