+730.7%
EXPE vs ACGL
+2,198.8%
-1,468.1%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.0% | -1.9% | -3.0% |
| 7D | -9.3% | +0.9% | -10.2% | -9.6% |
| 30D | +0.1% | +13.7% | -13.6% | -7.2% |
| 3M | -15.3% | +8.0% | -23.4% | -19.0% |
| 6M | +5.5% | +13.3% | -7.8% | -2.3% |
| YTD | -8.0% | +11.8% | -19.8% | -14.8% |
| 1Y | +18.9% | +22.2% | -3.4% | +4.3% |
| 3Y | +135.5% | +32.5% | +103.1% | +88.6% |
| 5Y | +44.3% | +160.2% | -115.9% | -28.2% |
| 10Y | +117.7% | +338.5% | -220.8% | -25.1% |
| All | +730.7% | +2,198.8% | -1,468.1% | +23.2% |
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