+324.9%
ACGL vs DTE
+152.1%
+172.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +2.2% | +3.4% | -1.3% | +0.1% |
| 30D | +12.3% | +8.9% | +3.4% | +6.6% |
| 3M | +11.8% | +1.1% | +10.8% | +10.9% |
| 6M | +17.5% | +0.1% | +17.4% | +17.0% |
| YTD | +14.3% | +11.1% | +3.2% | +6.2% |
| 1Y | +18.2% | +4.9% | +13.2% | +13.6% |
| 3Y | +33.2% | +58.6% | -25.4% | -2.7% |
| 5Y | +174.3% | +47.3% | +127.0% | +103.7% |
| All | +324.9% | +152.1% | +172.8% | +163.9% |
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