+593.0%
BE vs ACGL
+287.0%
+305.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -3.0% | +6.4% | +4.5% |
| 7D | -14.7% | +0.9% | -15.6% | -15.2% |
| 30D | -40.5% | +13.7% | -54.3% | -43.7% |
| 3M | -24.3% | +8.0% | -32.4% | -27.2% |
| 6M | -39.3% | +13.3% | -52.6% | -44.0% |
| YTD | +99.4% | +11.8% | +87.5% | +80.7% |
| 1Y | +26.6% | +22.2% | +4.3% | +9.0% |
| 3Y | +1,616.9% | +32.5% | +1,584.5% | +1,249.6% |
| 5Y | +441.4% | +160.2% | +281.2% | +166.6% |
| All | +593.0% | +287.0% | +305.9% | +122.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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