+701.6%
BE vs ACGL
+299.3%
+402.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.0% | -7.3% |
| 7D | -12.1% | +8.0% | -20.1% | -14.8% |
| 30D | -30.1% | +17.3% | -47.4% | -34.5% |
| 3M | -12.1% | +11.2% | -23.4% | -16.3% |
| 6M | -30.6% | +18.2% | -48.8% | -37.0% |
| YTD | +130.6% | +15.4% | +115.2% | +106.8% |
| 1Y | +55.3% | +26.5% | +28.8% | +32.1% |
| 3Y | +1,755.6% | +36.1% | +1,719.5% | +1,347.3% |
| 5Y | +564.5% | +175.9% | +388.5% | +218.0% |
| All | +701.6% | +299.3% | +402.3% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling