-50.7%
SE vs ACGL
+22.6%
-73.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | 0.0% |
| 7D | +2.0% | +0.9% | +1.1% | +2.1% |
| 30D | -20.0% | +13.7% | -33.7% | -19.4% |
| 3M | -31.8% | +8.0% | -39.8% | -31.4% |
| 6M | -15.9% | +13.3% | -29.2% | -14.8% |
| YTD | -40.6% | +11.8% | -52.5% | -39.7% |
| 1Y | -50.7% | +22.2% | -72.9% | -45.0% |
| All | -50.7% | +22.6% | -73.3% | -45.0% |
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