+32.5%
ACGL vs DTE
+49.5%
-17.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.1% | -3.0% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +13.7% | +6.2% | +7.6% | +11.1% |
| 3M | +8.0% | -2.6% | +10.7% | +9.0% |
| 6M | +13.3% | -3.5% | +16.8% | +14.7% |
| YTD | +11.8% | +7.4% | +4.5% | +8.2% |
| 1Y | +22.2% | +4.2% | +18.0% | +19.7% |
| 3Y | +32.5% | +51.7% | -19.2% | +28.0% |
| All | +32.5% | +49.5% | -17.0% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling