+379.5%
SE vs ACGL
+236.1%
+143.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.2% | +2.7% |
| 7D | +3.3% | -1.1% | +4.4% | +3.7% |
| 30D | -18.2% | +13.1% | -31.3% | -21.7% |
| 3M | -31.3% | +9.8% | -41.1% | -33.6% |
| 6M | -10.1% | +15.3% | -25.4% | -15.0% |
| YTD | -38.9% | +12.7% | -51.6% | -42.0% |
| 1Y | -48.0% | +20.7% | -68.7% | -51.9% |
| 3Y | +78.8% | +34.3% | +44.5% | +55.2% |
| 5Y | -77.1% | +170.6% | -247.7% | -85.4% |
| All | +379.5% | +236.1% | +143.4% | +122.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling