+123.4%
FE vs ACGL
+324.4%
-200.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.7% | +1.0% |
| 7D | +1.2% | +2.2% | -0.9% | +0.4% |
| 30D | +4.5% | +12.3% | -7.8% | +0.2% |
| 3M | +1.3% | +11.8% | -10.5% | -2.8% |
| 6M | +8.7% | +17.5% | -8.8% | +2.2% |
| YTD | +9.2% | +14.3% | -5.1% | +3.3% |
| 1Y | +7.0% | +18.2% | -11.2% | -0.1% |
| 3Y | +51.4% | +33.2% | +18.2% | +32.0% |
| 5Y | +47.7% | +174.3% | -126.6% | -8.0% |
| All | +123.4% | +324.4% | -200.9% | +23.0% |
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