-48.8%
SE vs ACGL
+28.7%
-77.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.7% | +1.8% | +4.6% |
| 7D | +6.7% | +8.0% | -1.3% | +7.1% |
| 30D | -17.2% | +17.3% | -34.5% | -16.4% |
| 3M | -28.0% | +11.2% | -39.3% | -27.6% |
| 6M | -6.1% | +18.2% | -24.3% | -4.7% |
| YTD | -37.1% | +15.4% | -52.5% | -36.1% |
| 1Y | -48.8% | +26.5% | -75.3% | -42.1% |
| All | -48.8% | +28.7% | -77.5% | -42.1% |
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