+1,643.6%
EL vs ACGL
+5,036.3%
-3,392.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -1.1% | +6.4% | -7.4% | -2.4% |
| 30D | +15.3% | +16.6% | -1.3% | +11.5% |
| 3M | +24.2% | +11.6% | +12.6% | +21.2% |
| 6M | +30.9% | +17.5% | +13.4% | +26.0% |
| YTD | +3.9% | +15.3% | -11.4% | +0.1% |
| 1Y | +19.9% | +26.3% | -6.4% | +13.2% |
| 3Y | +2.5% | +35.9% | -33.4% | -5.6% |
| 5Y | -66.7% | +168.2% | -234.9% | -73.9% |
| 10Y | +54.9% | +352.0% | -297.1% | +8.1% |
| All | +1,643.6% | +5,036.3% | -3,392.7% | +926.6% |
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