+365.7%
SE vs ACGL
+233.5%
+132.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.2% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | -20.0% | +13.7% | -33.7% | -23.6% |
| 3M | -31.8% | +8.0% | -39.8% | -33.8% |
| 6M | -15.9% | +13.3% | -29.2% | -20.0% |
| YTD | -40.6% | +11.8% | -52.5% | -43.5% |
| 1Y | -50.7% | +22.2% | -72.9% | -54.6% |
| 3Y | +70.3% | +32.5% | +37.8% | +48.5% |
| 5Y | -78.8% | +160.2% | -239.0% | -86.3% |
| All | +365.7% | +233.5% | +132.3% | +116.5% |
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 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