+23.3%
ACGL vs IRE
-97.3%
+120.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.5% | +3.3% | +0.7% |
| 7D | -1.1% | -15.5% | +14.4% | -0.9% |
| 30D | +13.1% | -70.4% | +83.5% | +9.5% |
| 3M | +9.8% | -81.6% | +91.4% | +5.2% |
| 6M | +15.3% | -94.7% | +110.0% | +8.5% |
| YTD | +12.7% | -91.8% | +104.5% | +9.8% |
| 1Y | +20.7% | -97.6% | +118.3% | +15.2% |
| All | +23.3% | -97.3% | +120.6% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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