+330.6%
ACGL vs ES
+82.6%
+248.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -1.1% | -0.1% | -1.0% | -1.0% |
| 30D | +13.1% | +5.7% | +7.4% | +10.4% |
| 3M | +9.8% | -2.8% | +12.6% | +11.0% |
| 6M | +15.3% | +7.0% | +8.3% | +11.7% |
| YTD | +12.7% | +6.8% | +5.9% | +8.6% |
| 1Y | +20.7% | -0.5% | +21.2% | +19.3% |
| 3Y | +34.3% | +47.2% | -12.9% | +7.1% |
| 5Y | +170.6% | +2.3% | +168.3% | +154.2% |
| 10Y | +330.6% | +85.6% | +244.9% | +276.1% |
| All | +330.6% | +82.6% | +248.0% | +276.1% |
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