+46.3%
FE vs ACGL
+159.2%
-112.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.7% |
| 7D | -1.0% | +0.9% | -1.9% | -1.2% |
| 30D | +4.1% | +13.7% | -9.6% | +1.0% |
| 3M | -1.0% | +8.0% | -9.1% | -2.9% |
| 6M | +4.0% | +13.3% | -9.3% | +0.8% |
| YTD | +6.8% | +11.8% | -5.0% | +3.6% |
| 1Y | +5.3% | +22.2% | -17.0% | -0.1% |
| 3Y | +44.6% | +32.5% | +12.1% | +32.9% |
| All | +46.3% | +159.2% | -112.9% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling