+33.2%
BE vs ACGL
+22.9%
+10.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -2.3% |
| 7D | -13.4% | +1.3% | -14.6% | -10.7% |
| 30D | -33.9% | +14.2% | -48.1% | -9.1% |
| 3M | -12.0% | +11.1% | -23.1% | +14.6% |
| 6M | -29.0% | +16.4% | -45.3% | +8.8% |
| YTD | +113.4% | +13.8% | +99.6% | +224.9% |
| 1Y | +33.2% | +21.6% | +11.6% | +135.9% |
| All | +33.2% | +22.9% | +10.2% | +135.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling