+276.3%
ACGL vs DTE
+136.5%
+139.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.2% | -0.5% | -1.6% | -1.9% |
| 3M | +6.3% | -6.0% | +12.4% | +10.2% |
| 6M | +0.5% | -7.2% | +7.7% | +4.7% |
| YTD | +0.2% | +7.2% | -7.0% | -4.7% |
| 1Y | +7.3% | +4.1% | +3.2% | +3.8% |
| 3Y | +30.8% | +46.9% | -16.0% | +0.4% |
| 5Y | +155.8% | +32.9% | +122.9% | +104.7% |
| 10Y | +276.3% | +144.5% | +131.8% | +139.2% |
| All | +276.3% | +136.5% | +139.9% | +139.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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