+8,694.0%
DE vs ACGL
+4,429.2%
+4,264.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.4% |
| 7D | +10.0% | -0.7% | +10.8% | +10.2% |
| 30D | +13.3% | -1.0% | +14.3% | +13.6% |
| 3M | +17.5% | +11.0% | +6.5% | +13.7% |
| 6M | +13.6% | -0.3% | +13.9% | +13.3% |
| YTD | +49.8% | +2.3% | +47.5% | +48.2% |
| 1Y | +47.9% | +6.4% | +41.5% | +44.3% |
| 3Y | +72.5% | +34.0% | +38.6% | +54.4% |
| 5Y | +90.2% | +161.6% | -71.4% | +38.4% |
| 10Y | +865.4% | +278.6% | +586.8% | +529.3% |
| All | +8,694.0% | +4,429.2% | +4,264.8% | +3,988.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling