-78.0%
SE vs ACGL
+159.2%
-237.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.0% |
| 7D | +2.0% | +0.9% | +1.1% | +1.7% |
| 30D | -20.0% | +13.7% | -33.7% | -23.1% |
| 3M | -31.8% | +8.0% | -39.8% | -33.4% |
| 6M | -15.9% | +13.3% | -29.2% | -19.4% |
| YTD | -40.6% | +11.8% | -52.5% | -43.1% |
| 1Y | -50.7% | +22.2% | -72.9% | -54.2% |
| 3Y | +70.3% | +32.5% | +37.8% | +48.6% |
| All | -78.0% | +159.2% | -237.2% | -87.6% |
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