-77.8%
SE vs ACGL
+174.9%
-252.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -7.7% | -1.4% | -6.4% | -7.4% |
| 30D | -22.8% | +12.4% | -35.2% | -25.5% |
| 3M | -43.7% | +11.1% | -54.8% | -45.6% |
| 6M | -12.8% | +16.3% | -29.2% | -17.1% |
| YTD | -42.0% | +13.8% | -55.8% | -44.6% |
| 1Y | -48.0% | +20.4% | -68.4% | -51.4% |
| 3Y | +62.7% | +33.6% | +29.1% | +41.9% |
| 5Y | -77.8% | +176.8% | -254.6% | -87.5% |
| All | -77.8% | +174.9% | -252.7% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling