+582.1%
FE vs ACGL
+4,608.1%
-4,026.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.6% |
| 7D | +1.7% | +8.0% | -6.3% | -0.1% |
| 30D | +8.1% | +17.3% | -9.2% | +4.3% |
| 3M | -1.3% | +11.2% | -12.5% | -3.7% |
| 6M | +2.9% | +18.2% | -15.3% | -1.0% |
| YTD | +8.6% | +15.4% | -6.8% | +4.8% |
| 1Y | +6.3% | +26.5% | -20.2% | +0.5% |
| 3Y | +45.1% | +36.1% | +9.1% | +33.5% |
| 5Y | +47.1% | +175.9% | -128.8% | +14.2% |
| 10Y | +110.6% | +352.4% | -241.8% | +46.2% |
| All | +582.1% | +4,608.1% | -4,026.0% | +278.5% |
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 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