+1,434.9%
EXC vs ACGL
+4,429.2%
-2,994.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.6% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -3.7% | -1.0% | -2.7% | -3.5% |
| 3M | -1.3% | +11.0% | -12.3% | -3.8% |
| 6M | -9.7% | -0.3% | -9.4% | -9.8% |
| YTD | +2.9% | +2.3% | +0.6% | +2.1% |
| 1Y | +4.4% | +6.4% | -2.0% | +2.5% |
| 3Y | +22.2% | +34.0% | -11.8% | +12.2% |
| 5Y | +46.7% | +161.6% | -114.9% | +13.2% |
| 10Y | +155.3% | +278.6% | -123.2% | +80.6% |
| All | +1,434.9% | +4,429.2% | -2,994.3% | +726.3% |
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 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