+18.2%
ACGL vs IRE
-97.6%
+115.7%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | -0.3% |
| 7D | +2.2% | -31.8% | +34.0% | +0.7% |
| 30D | +12.3% | -71.8% | +84.1% | +8.3% |
| 3M | +11.8% | -88.9% | +100.7% | +4.9% |
| 6M | +17.5% | -95.4% | +112.8% | +9.5% |
| YTD | +14.3% | -94.2% | +108.5% | +9.3% |
| 1Y | +18.2% | -97.1% | +115.3% | +12.7% |
| All | +18.2% | -97.6% | +115.7% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling