+852.9%
DE vs ACGL
+263.8%
+589.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | +0.7% | -2.9% | +3.6% | +2.0% |
| 30D | +9.6% | -2.8% | +12.5% | +11.1% |
| 3M | +19.0% | +6.8% | +12.2% | +15.0% |
| 6M | +16.1% | -1.5% | +17.6% | +16.2% |
| YTD | +47.0% | -0.2% | +47.2% | +46.0% |
| 1Y | +43.1% | +5.3% | +37.9% | +38.1% |
| 3Y | +77.5% | +30.3% | +47.2% | +47.9% |
| 5Y | +96.4% | +151.8% | -55.5% | +11.4% |
| 10Y | +852.9% | +266.9% | +586.0% | +318.4% |
| All | +852.9% | +263.8% | +589.1% | +318.4% |
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 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