+1,536.6%
EXC vs ACGL
+5,005.0%
-3,468.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +1.4% | +6.4% | -5.0% | -0.2% |
| 30D | +11.6% | +16.6% | -5.0% | +7.5% |
| 3M | +2.7% | +11.6% | -8.9% | -0.1% |
| 6M | +2.7% | +17.5% | -14.8% | -1.4% |
| YTD | +9.7% | +15.3% | -5.6% | +5.6% |
| 1Y | +4.5% | +26.3% | -21.8% | -1.6% |
| 3Y | +28.5% | +35.9% | -7.4% | +17.6% |
| 5Y | +43.9% | +168.2% | -124.2% | +10.3% |
| 10Y | +183.7% | +352.0% | -168.2% | +93.0% |
| All | +1,536.6% | +5,005.0% | -3,468.4% | +755.4% |
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