+755.9%
DE vs ACGL
+324.4%
+431.5%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +0.3% | +2.2% | -1.9% | -0.7% |
| 30D | +3.6% | +12.3% | -8.7% | -1.9% |
| 3M | +10.2% | +11.8% | -1.6% | +4.5% |
| 6M | +16.6% | +17.5% | -0.9% | +7.5% |
| YTD | +45.8% | +14.3% | +31.5% | +35.8% |
| 1Y | +43.9% | +18.2% | +25.7% | +31.9% |
| 3Y | +89.6% | +33.2% | +56.5% | +57.9% |
| 5Y | +100.3% | +174.3% | -74.0% | +9.5% |
| All | +755.9% | +324.4% | +431.5% | +228.4% |
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