+324.9%
ACGL vs EXEL
+320.7%
+4.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +12.3% | +13.1% | -0.8% | +10.4% |
| 3M | +11.8% | +36.3% | -24.5% | +7.2% |
| 6M | +17.5% | +34.5% | -17.1% | +12.6% |
| YTD | +14.3% | +57.4% | -43.2% | +6.9% |
| 1Y | +18.2% | +62.9% | -44.8% | +10.0% |
| 3Y | +33.2% | +229.5% | -196.4% | +9.4% |
| 5Y | +174.3% | +281.2% | -106.9% | +117.4% |
| All | +324.9% | +320.7% | +4.2% | +225.7% |
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