+4,824.8%
ACGL vs ES
+752.1%
+4,072.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | +6.4% | +5.9% | +0.5% | +4.7% |
| 30D | +16.6% | +10.2% | +6.4% | +13.4% |
| 3M | +11.6% | +0.4% | +11.2% | +11.4% |
| 6M | +17.5% | +6.9% | +10.6% | +15.1% |
| YTD | +15.3% | +10.5% | +4.8% | +11.5% |
| 1Y | +26.3% | +3.2% | +23.1% | +24.2% |
| 3Y | +35.9% | +49.0% | -13.1% | +18.5% |
| 5Y | +168.2% | +4.5% | +163.7% | +156.6% |
| 10Y | +352.0% | +92.3% | +259.7% | +277.5% |
| All | +4,824.8% | +752.1% | +4,072.6% | +2,746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling