+151.8%
ACGL vs DTE
+35.6%
+116.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.3% |
| 30D | -2.8% | -1.9% | -0.9% | -2.1% |
| 3M | +6.8% | -3.3% | +10.1% | +8.2% |
| 6M | -1.5% | -7.1% | +5.6% | +1.1% |
| YTD | -0.2% | +8.1% | -8.3% | -3.6% |
| 1Y | +5.3% | +5.3% | 0.0% | +2.8% |
| 3Y | +30.3% | +48.2% | -17.9% | +12.8% |
| 5Y | +151.8% | +33.2% | +118.6% | +121.0% |
| All | +151.8% | +35.6% | +116.2% | +121.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling