+17.5%
ACGL vs EXPD
+27.5%
-10.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | -0.3% |
| 7D | +6.4% | -4.8% | +11.2% | +6.1% |
| 30D | +16.6% | -1.5% | +18.1% | +16.2% |
| 3M | +11.6% | +4.1% | +7.5% | +11.4% |
| 6M | +17.5% | +24.0% | -6.6% | +18.2% |
| All | +17.5% | +27.5% | -10.0% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling