+32.5%
ACGL vs ES
+46.3%
-13.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.3% |
| 7D | +0.9% | +1.9% | -1.0% | +0.5% |
| 30D | +13.7% | +7.1% | +6.7% | +12.0% |
| 3M | +8.0% | -1.9% | +10.0% | +8.4% |
| 6M | +13.3% | +4.4% | +8.9% | +12.3% |
| YTD | +11.8% | +7.3% | +4.5% | +9.9% |
| 1Y | +22.2% | +2.1% | +20.1% | +21.1% |
| 3Y | +32.5% | +41.8% | -9.4% | +29.4% |
| All | +32.5% | +46.3% | -13.8% | +29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling