+22.2%
ACGL vs EXEL
+73.7%
-51.5%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.2% | -3.1% |
| 7D | +0.9% | +0.3% | +0.6% | +0.8% |
| 30D | +13.7% | +19.0% | -5.3% | +12.4% |
| 3M | +8.0% | +33.3% | -25.2% | +6.1% |
| 6M | +13.3% | +42.9% | -29.6% | +11.2% |
| YTD | +11.8% | +58.7% | -46.9% | +9.5% |
| 1Y | +22.2% | +70.5% | -48.3% | +18.1% |
| All | +22.2% | +73.7% | -51.5% | +18.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling