+26.1%
ACGL vs IRE
-98.0%
+124.1%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -33.9% | +33.8% | -1.5% |
| 7D | +6.4% | -57.1% | +63.5% | +3.5% |
| 30D | +16.6% | -84.4% | +101.0% | +9.8% |
| 3M | +11.6% | -85.0% | +96.5% | +5.7% |
| 6M | +17.5% | -95.2% | +112.7% | +9.6% |
| YTD | +15.3% | -93.9% | +109.2% | +10.6% |
| 1Y | +26.3% | -98.8% | +125.1% | +17.4% |
| All | +26.1% | -98.0% | +124.1% | +19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling