+274.0%
ACGL vs EXPD
+315.7%
-41.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.0% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | -1.0% | +4.1% | -5.1% | -2.4% |
| 3M | +11.0% | +17.9% | -6.9% | +4.8% |
| 6M | -0.3% | +29.2% | -29.6% | -9.2% |
| YTD | +2.3% | +27.4% | -25.1% | -7.3% |
| 1Y | +6.4% | +56.8% | -50.5% | -11.3% |
| 3Y | +34.0% | +68.0% | -34.1% | +5.8% |
| 5Y | +161.6% | +61.9% | +99.8% | +103.5% |
| All | +274.0% | +315.7% | -41.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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