+303.4%
CME vs ACGL
+324.4%
-21.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.6% |
| 7D | +3.9% | +2.2% | +1.8% | +3.1% |
| 30D | +11.3% | +12.3% | -1.0% | +6.3% |
| 3M | +19.6% | +11.8% | +7.7% | +14.3% |
| 6M | +8.1% | +17.5% | -9.4% | +1.0% |
| YTD | +20.4% | +14.3% | +6.1% | +13.3% |
| 1Y | +16.5% | +18.2% | -1.7% | +8.1% |
| 3Y | +66.4% | +33.2% | +33.3% | +42.8% |
| 5Y | +74.5% | +174.3% | -99.9% | +2.6% |
| All | +303.4% | +324.4% | -21.0% | +82.3% |
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 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