-26.2%
BE vs ACGL
+16.0%
-42.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | 0.0% | +12.9% | +13.0% |
| 7D | +4.5% | -1.4% | +5.9% | +1.3% |
| 30D | -20.1% | +12.4% | -32.5% | +5.9% |
| 3M | -0.8% | +11.1% | -11.9% | +29.0% |
| 6M | -26.2% | +16.3% | -42.6% | +10.4% |
| All | -26.2% | +16.0% | -42.2% | +10.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling