+1,682.6%
EL vs ACGL
+4,883.4%
-3,200.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.0% | +5.2% | +2.9% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +16.5% | +13.7% | +2.8% | +13.3% |
| 3M | +29.2% | +8.0% | +21.1% | +26.9% |
| 6M | +27.9% | +13.3% | +14.6% | +24.1% |
| YTD | +6.2% | +11.8% | -5.6% | +3.0% |
| 1Y | +27.2% | +22.2% | +4.9% | +20.9% |
| 3Y | +3.2% | +32.5% | -29.3% | -4.4% |
| 5Y | -66.0% | +160.2% | -226.2% | -73.2% |
| 10Y | +58.3% | +338.5% | -280.2% | +11.2% |
| All | +1,682.6% | +4,883.4% | -3,200.8% | +956.1% |
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