+497.4%
ACGL vs ALLE
+331.3%
+166.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +1.1% |
| 7D | +6.4% | 0.0% | +6.3% | +6.4% |
| 30D | +16.6% | +20.6% | -4.0% | +7.5% |
| 3M | +11.6% | +11.4% | +0.2% | +6.2% |
| 6M | +17.5% | +42.5% | -25.1% | 0.0% |
| YTD | +15.3% | +18.9% | -3.6% | +5.2% |
| 1Y | +26.3% | +14.2% | +12.1% | +17.3% |
| 3Y | +35.9% | +90.7% | -54.8% | -3.6% |
| 5Y | +168.2% | +52.5% | +115.7% | +106.3% |
| 10Y | +352.0% | +231.2% | +120.8% | +169.2% |
| All | +497.4% | +331.3% | +166.1% | +239.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling