+5.3%
FE vs ACGL
+22.6%
-17.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.8% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | +4.1% | +13.7% | -9.6% | +1.7% |
| 3M | -1.0% | +8.0% | -9.1% | -2.5% |
| 6M | +4.0% | +13.3% | -9.3% | +1.5% |
| YTD | +6.8% | +11.8% | -5.0% | +5.0% |
| 1Y | +5.3% | +22.2% | -17.0% | +1.5% |
| All | +5.3% | +22.6% | -17.3% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling