+178.5%
EXE vs ACGL
+187.2%
-8.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.6% | -0.6% |
| 7D | -0.3% | -0.7% | +0.5% | 0.0% |
| 30D | +8.5% | -1.0% | +9.5% | +8.8% |
| 3M | +5.5% | +11.0% | -5.6% | +1.5% |
| 6M | -5.9% | -0.3% | -5.6% | -6.4% |
| YTD | -9.7% | +2.3% | -12.0% | -11.0% |
| 1Y | +3.6% | +6.4% | -2.8% | +0.5% |
| 3Y | +18.0% | +34.0% | -15.9% | +2.9% |
| 5Y | +109.4% | +161.6% | -52.2% | +28.2% |
| All | +178.5% | +187.2% | -8.7% | +70.3% |
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