+668.0%
BE vs ACGL
+295.4%
+372.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.3% | -5.0% |
| 7D | +10.8% | +2.2% | +8.7% | +10.0% |
| 30D | -19.8% | +12.3% | -32.1% | -23.6% |
| 3M | -18.7% | +11.8% | -30.5% | -22.8% |
| 6M | -33.7% | +17.5% | -51.2% | -39.8% |
| YTD | +121.0% | +14.3% | +106.7% | +98.7% |
| 1Y | +85.4% | +18.2% | +67.2% | +63.6% |
| 3Y | +1,709.5% | +33.2% | +1,676.4% | +1,326.3% |
| 5Y | +462.2% | +174.3% | +287.9% | +169.3% |
| All | +668.0% | +295.4% | +372.5% | +144.4% |
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