+39.5%
EXPE vs ACGL
+159.2%
-119.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -3.5% |
| 7D | -9.3% | +0.9% | -10.2% | -9.5% |
| 30D | +0.1% | +13.7% | -13.6% | -5.2% |
| 3M | -15.3% | +8.0% | -23.4% | -17.9% |
| 6M | +5.5% | +13.3% | -7.8% | -0.1% |
| YTD | -8.0% | +11.8% | -19.8% | -12.9% |
| 1Y | +18.9% | +22.2% | -3.4% | +8.2% |
| 3Y | +135.5% | +32.5% | +103.1% | +100.6% |
| All | +39.5% | +159.2% | -119.7% | -34.6% |
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 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