+387.2%
BE vs ACGL
+159.2%
+227.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -3.1% | -10.5% | -13.7% |
| 7D | -14.7% | +0.9% | -15.6% | -14.7% |
| 30D | -40.5% | +13.7% | -54.3% | -40.3% |
| 3M | -24.3% | +8.0% | -32.4% | -24.0% |
| 6M | -39.3% | +13.3% | -52.6% | -39.6% |
| YTD | +99.4% | +11.8% | +87.5% | +96.6% |
| 1Y | +26.6% | +22.2% | +4.3% | +21.2% |
| 3Y | +1,616.9% | +32.5% | +1,584.5% | +1,471.6% |
| All | +387.2% | +159.2% | +227.9% | +193.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling