+4,829.7%
ACGL vs EXPD
+15,707.3%
-10,877.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.2% | +5.9% | +3.2% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | +17.3% | +1.8% | +15.5% | +16.9% |
| 3M | +11.2% | +8.9% | +2.3% | +9.5% |
| 6M | +18.2% | +42.2% | -24.0% | +11.0% |
| YTD | +15.4% | +33.4% | -18.0% | +9.0% |
| 1Y | +26.5% | +47.2% | -20.6% | +17.5% |
| 3Y | +36.1% | +81.3% | -45.2% | +20.6% |
| 5Y | +175.9% | +60.2% | +115.7% | +147.3% |
| 10Y | +352.4% | +339.5% | +12.9% | +245.5% |
| All | +4,829.7% | +15,707.3% | -10,877.7% | +3,044.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling