+8,436.9%
DE vs ACGL
+4,853.1%
+3,583.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.2% | +2.1% |
| 7D | -0.6% | +0.9% | -1.4% | -0.9% |
| 30D | +2.3% | +13.7% | -11.5% | -1.6% |
| 3M | +9.5% | +8.0% | +1.5% | +6.9% |
| 6M | +14.1% | +13.3% | +0.8% | +9.5% |
| YTD | +45.4% | +11.8% | +33.6% | +39.9% |
| 1Y | +42.9% | +22.2% | +20.7% | +33.9% |
| 3Y | +84.8% | +32.5% | +52.4% | +66.1% |
| 5Y | +101.8% | +160.2% | -58.4% | +47.0% |
| 10Y | +788.0% | +338.5% | +449.5% | +456.2% |
| All | +8,436.9% | +4,853.1% | +3,583.8% | +3,761.4% |
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 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