+7.3%
ACGL vs DTE
+4.6%
+2.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -2.2% | -0.5% | -1.6% | -2.0% |
| 3M | +6.3% | -6.0% | +12.3% | +8.7% |
| 6M | +0.5% | -7.2% | +7.7% | +3.0% |
| YTD | +0.2% | +7.2% | -7.0% | -1.5% |
| 1Y | +7.3% | +4.1% | +3.2% | +4.9% |
| All | +7.3% | +4.6% | +2.6% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling