+4,269.4%
ACGL vs DTE
+1,953.9%
+2,315.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -0.7% | +0.2% | -0.9% | -0.8% |
| 30D | -1.0% | -2.6% | +1.6% | 0.0% |
| 3M | +11.0% | -3.9% | +14.9% | +12.8% |
| 6M | -0.3% | -7.9% | +7.6% | +2.8% |
| YTD | +2.3% | +7.2% | -4.9% | -0.9% |
| 1Y | +6.4% | +3.1% | +3.3% | +4.6% |
| 3Y | +34.0% | +47.6% | -13.6% | +13.3% |
| 5Y | +161.6% | +32.7% | +128.9% | +129.0% |
| 10Y | +278.6% | +138.8% | +139.8% | +170.4% |
| All | +4,269.4% | +1,953.9% | +2,315.4% | +1,943.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling