+22.3%
ACGL vs IRE
-97.2%
+119.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +39.6% | -42.6% | -1.3% |
| 7D | +0.9% | -27.2% | +28.0% | +0.5% |
| 30D | +13.7% | -75.1% | +88.9% | +9.5% |
| 3M | +8.0% | -77.9% | +85.9% | +4.3% |
| 6M | +13.3% | -94.6% | +107.9% | +6.8% |
| YTD | +11.8% | -91.5% | +103.4% | +9.1% |
| 1Y | +22.2% | -97.8% | +120.1% | +16.4% |
| All | +22.3% | -97.2% | +119.6% | +17.9% |
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