+4,269.4%
ACGL vs EXPD
+14,996.5%
-10,727.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.9% |
| 7D | -0.7% | -1.1% | +0.4% | -0.6% |
| 30D | -1.0% | +4.1% | -5.1% | -1.7% |
| 3M | +11.0% | +17.9% | -6.9% | +7.8% |
| 6M | -0.3% | +29.2% | -29.6% | -4.9% |
| YTD | +2.3% | +27.4% | -25.1% | -2.6% |
| 1Y | +6.4% | +56.8% | -50.5% | -2.4% |
| 3Y | +34.0% | +68.0% | -34.1% | +20.4% |
| 5Y | +161.6% | +61.9% | +99.8% | +134.0% |
| 10Y | +278.6% | +316.0% | -37.4% | +191.9% |
| All | +4,269.4% | +14,996.5% | -10,727.1% | +2,711.0% |
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 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