+430.1%
ACGL vs ALLE
+260.9%
+169.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.2% |
| 7D | -0.7% | -0.2% | -0.5% | -0.7% |
| 30D | -1.0% | -6.8% | +5.8% | +1.9% |
| 3M | +11.0% | +21.0% | -10.0% | +1.7% |
| 6M | -0.3% | +1.1% | -1.4% | -1.8% |
| YTD | +2.3% | -0.5% | +2.8% | +0.9% |
| 1Y | +6.4% | -7.3% | +13.6% | +8.0% |
| 3Y | +34.0% | +42.3% | -8.3% | +8.5% |
| 5Y | +161.6% | +13.5% | +148.2% | +131.2% |
| 10Y | +278.6% | +144.0% | +134.5% | +149.9% |
| All | +430.1% | +260.9% | +169.2% | +225.6% |
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 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