+41.4%
EXC vs ACGL
+168.9%
-127.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -1.7% | -1.1% | -0.6% | -1.4% |
| 30D | +9.3% | +13.1% | -3.8% | +5.8% |
| 3M | +1.0% | +9.8% | -8.7% | -1.5% |
| 6M | +5.9% | +15.3% | -9.3% | +1.9% |
| YTD | +7.6% | +12.7% | -5.1% | +3.9% |
| 1Y | +2.4% | +20.7% | -18.3% | -2.9% |
| 3Y | +30.2% | +34.3% | -4.0% | +18.8% |
| 5Y | +41.4% | +170.6% | -129.2% | -1.3% |
| All | +41.4% | +168.9% | -127.5% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling