+737.9%
BE vs ACGL
+293.8%
+444.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +12.9% | +13.0% |
| 7D | +4.5% | -1.4% | +5.9% | +5.0% |
| 30D | -20.1% | +12.4% | -32.5% | -24.0% |
| 3M | -0.8% | +11.1% | -11.9% | -5.6% |
| 6M | -26.2% | +16.3% | -42.6% | -32.7% |
| YTD | +141.1% | +13.8% | +127.3% | +117.2% |
| 1Y | +64.8% | +20.4% | +44.4% | +43.7% |
| 3Y | +1,887.4% | +33.6% | +1,853.8% | +1,462.0% |
| 5Y | +518.1% | +176.8% | +341.2% | +194.0% |
| All | +737.9% | +293.8% | +444.0% | +167.0% |
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