+344.3%
ACGL vs EXPD
+313.3%
+31.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +1.3% |
| 7D | +6.4% | -4.8% | +11.2% | +8.0% |
| 30D | +16.6% | -1.5% | +18.1% | +17.0% |
| 3M | +11.6% | +4.1% | +7.5% | +9.8% |
| 6M | +17.5% | +24.0% | -6.6% | +8.7% |
| YTD | +15.3% | +27.4% | -12.1% | +4.3% |
| 1Y | +26.3% | +38.4% | -12.1% | +10.6% |
| 3Y | +35.9% | +73.2% | -37.3% | +5.9% |
| 5Y | +168.2% | +59.9% | +108.3% | +110.9% |
| All | +344.3% | +313.3% | +31.0% | +118.4% |
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