+105.8%
DAL vs ACGL
+161.8%
-55.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.5% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | -13.9% | -1.0% | -12.9% | -13.6% |
| 3M | +1.1% | +11.0% | -10.0% | -3.7% |
| 6M | +26.2% | -0.3% | +26.6% | +25.7% |
| YTD | +16.4% | +2.3% | +14.2% | +14.1% |
| 1Y | +33.9% | +6.4% | +27.5% | +28.5% |
| 3Y | +93.4% | +34.0% | +59.4% | +58.2% |
| All | +105.8% | +161.8% | -55.9% | +5.3% |
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 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