+4,269.4%
ACGL vs ES
+732.0%
+3,537.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.6% |
| 7D | -0.7% | +0.3% | -1.0% | -0.8% |
| 30D | -1.0% | -2.0% | +1.0% | -0.4% |
| 3M | +11.0% | +1.7% | +9.4% | +10.5% |
| 6M | -0.3% | -3.5% | +3.2% | +0.5% |
| YTD | +2.3% | +7.9% | -5.6% | -0.3% |
| 1Y | +6.4% | +17.2% | -10.8% | +0.7% |
| 3Y | +34.0% | +29.3% | +4.7% | +21.5% |
| 5Y | +161.6% | -5.7% | +167.4% | +158.1% |
| 10Y | +278.6% | +85.2% | +193.4% | +219.4% |
| All | +4,269.4% | +732.0% | +3,537.3% | +2,444.1% |
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 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