+330.4%
ACGL vs EXEL
+363.4%
-33.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.6% | +1.2% |
| 7D | +1.3% | -2.4% | +3.6% | +1.5% |
| 30D | +14.2% | +17.9% | -3.7% | +11.7% |
| 3M | +11.1% | +33.3% | -22.2% | +6.8% |
| 6M | +16.4% | +46.6% | -30.2% | +10.3% |
| YTD | +13.8% | +61.0% | -47.2% | +6.1% |
| 1Y | +21.6% | +70.4% | -48.9% | +12.4% |
| 3Y | +33.5% | +236.1% | -202.6% | +9.5% |
| 5Y | +174.8% | +284.8% | -110.0% | +117.6% |
| 10Y | +330.4% | +348.4% | -18.1% | +226.9% |
| All | +330.4% | +363.4% | -33.1% | +226.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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