-50.5%
SE vs ACGL
+22.9%
-73.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | 0.0% | +1.3% | -1.2% | +0.1% |
| 30D | -19.4% | +14.2% | -33.6% | -18.8% |
| 3M | -33.1% | +11.1% | -44.2% | -32.7% |
| 6M | -11.4% | +16.4% | -27.8% | -10.4% |
| YTD | -39.8% | +13.8% | -53.6% | -39.0% |
| 1Y | -50.5% | +21.6% | -72.0% | -47.2% |
| All | -50.5% | +22.9% | -73.4% | -47.2% |
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