+272.2%
ACGL vs EXEL
+397.6%
-125.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -0.7% | +8.4% | -9.1% | -1.7% |
| 30D | -1.0% | +4.1% | -5.1% | -1.6% |
| 3M | +11.0% | +12.4% | -1.4% | +9.3% |
| 6M | -0.3% | +41.5% | -41.9% | -4.8% |
| YTD | +2.3% | +34.6% | -32.4% | -1.9% |
| 1Y | +6.4% | +57.9% | -51.5% | -0.3% |
| 3Y | +34.0% | +159.5% | -125.5% | +15.5% |
| 5Y | +161.6% | +198.5% | -36.8% | +118.2% |
| All | +272.2% | +397.6% | -125.3% | +202.9% |
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