+36.5%
ACGL vs EXPD
+72.7%
-36.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.2% |
| 7D | +6.4% | -4.8% | +11.2% | +6.7% |
| 30D | +16.6% | -1.5% | +18.1% | +16.6% |
| 3M | +11.6% | +4.1% | +7.5% | +11.2% |
| 6M | +17.5% | +24.0% | -6.6% | +15.4% |
| YTD | +15.3% | +27.4% | -12.1% | +12.5% |
| 1Y | +26.3% | +38.4% | -12.1% | +22.0% |
| All | +36.5% | +72.7% | -36.2% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling