+793.2%
DE vs ACGL
+332.3%
+460.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.6% |
| 7D | +3.5% | -1.1% | +4.6% | +4.0% |
| 30D | +11.3% | +13.1% | -1.8% | +5.1% |
| 3M | +11.6% | +9.8% | +1.8% | +6.7% |
| 6M | +20.9% | +15.3% | +5.6% | +12.4% |
| YTD | +49.7% | +12.7% | +36.9% | +40.3% |
| 1Y | +49.5% | +20.7% | +28.8% | +35.6% |
| 3Y | +94.7% | +34.3% | +60.4% | +61.3% |
| 5Y | +107.4% | +170.6% | -63.2% | +14.1% |
| 10Y | +793.2% | +330.6% | +462.6% | +228.3% |
| All | +793.2% | +332.3% | +460.8% | +228.3% |
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