+576.2%
FE vs ACGL
+4,073.0%
-3,496.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.2% |
| 7D | +1.9% | -0.7% | +2.7% | +2.1% |
| 30D | -1.2% | -1.0% | -0.2% | -1.0% |
| 3M | +3.5% | +11.0% | -7.6% | +1.0% |
| 6M | -6.1% | -0.3% | -5.7% | -6.2% |
| YTD | +7.6% | +2.3% | +5.3% | +6.7% |
| 1Y | +11.9% | +6.4% | +5.5% | +9.9% |
| 3Y | +48.4% | +34.0% | +14.5% | +36.9% |
| 5Y | +44.8% | +161.6% | -116.8% | +13.7% |
| 10Y | +115.9% | +278.6% | -162.7% | +55.4% |
| All | +576.2% | +4,073.0% | -3,496.8% | +285.6% |
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