+323.5%
ACGL vs ES
+96.6%
+226.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.3% |
| 7D | -1.2% | -1.1% | -0.1% | -0.7% |
| 30D | +12.8% | +8.2% | +4.6% | +8.9% |
| 3M | +12.3% | +0.6% | +11.7% | +11.8% |
| 6M | +15.8% | +6.0% | +9.8% | +12.7% |
| YTD | +13.9% | +9.3% | +4.6% | +8.6% |
| 1Y | +19.0% | +1.1% | +17.9% | +16.9% |
| 3Y | +33.7% | +51.9% | -18.3% | +5.0% |
| 5Y | +173.4% | +6.5% | +166.9% | +151.6% |
| All | +323.5% | +96.6% | +226.9% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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