+855.0%
EXPE vs ACGL
+2,002.1%
-1,147.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | +0.1% | -0.6% |
| 7D | -9.5% | -0.7% | -8.8% | -9.1% |
| 30D | -6.6% | -1.0% | -5.6% | -6.0% |
| 3M | +31.4% | +11.0% | +20.3% | +23.1% |
| 6M | +35.2% | -0.3% | +35.5% | +34.5% |
| YTD | +5.8% | +2.3% | +3.5% | +3.1% |
| 1Y | +38.7% | +6.4% | +32.3% | +31.6% |
| 3Y | +175.8% | +34.0% | +141.8% | +116.2% |
| 5Y | +111.8% | +161.6% | -49.8% | +4.0% |
| 10Y | +179.7% | +278.6% | -98.9% | +5.0% |
| All | +855.0% | +2,002.1% | -1,147.1% | +49.2% |
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