+732.4%
EXPE vs ACGL
+2,239.3%
-1,506.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.4% |
| 7D | -17.8% | -1.4% | -16.4% | -17.0% |
| 30D | -3.2% | +12.4% | -15.6% | -9.6% |
| 3M | -19.0% | +11.1% | -30.1% | -23.8% |
| 6M | +17.7% | +16.3% | +1.4% | +7.2% |
| YTD | -7.8% | +13.8% | -21.6% | -15.6% |
| 1Y | -1.4% | +20.4% | -21.8% | -12.8% |
| 3Y | +121.9% | +33.6% | +88.4% | +76.8% |
| 5Y | +44.3% | +176.8% | -132.6% | -31.0% |
| 10Y | +125.4% | +324.6% | -199.2% | -20.8% |
| All | +732.4% | +2,239.3% | -1,506.8% | +22.2% |
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