+127.7%
EXPE vs ACGL
+324.4%
-196.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.4% |
| 7D | -0.5% | +2.2% | -2.7% | -1.8% |
| 30D | -6.1% | +12.3% | -18.4% | -12.1% |
| 3M | -21.3% | +11.8% | -33.1% | -26.1% |
| 6M | +19.0% | +17.5% | +1.5% | +8.1% |
| YTD | -8.4% | +14.3% | -22.7% | -16.1% |
| 1Y | -2.8% | +18.2% | -21.0% | -12.7% |
| 3Y | +120.8% | +33.2% | +87.6% | +77.0% |
| 5Y | +46.2% | +174.3% | -128.1% | -30.8% |
| All | +127.7% | +324.4% | -196.7% | -1.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling