+114.4%
FE vs ACGL
+276.1%
-161.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | 0.0% |
| 7D | +1.9% | -0.7% | +2.7% | +2.2% |
| 30D | -1.2% | -1.0% | -0.2% | -0.8% |
| 3M | +3.5% | +11.0% | -7.6% | -0.5% |
| 6M | -6.1% | -0.3% | -5.7% | -6.3% |
| YTD | +7.6% | +2.3% | +5.3% | +6.1% |
| 1Y | +11.9% | +6.4% | +5.5% | +8.5% |
| 3Y | +48.4% | +34.0% | +14.5% | +28.3% |
| 5Y | +44.8% | +161.6% | -116.8% | -8.6% |
| All | +114.4% | +276.1% | -161.7% | +22.4% |
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