-78.0%
SE vs ACGL
+173.3%
-251.3%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -0.5% | +2.2% | -2.7% | -1.1% |
| 30D | -20.9% | +12.3% | -33.2% | -23.6% |
| 3M | -38.9% | +11.8% | -50.7% | -41.0% |
| 6M | -19.4% | +17.5% | -36.9% | -23.6% |
| YTD | -40.9% | +14.3% | -55.2% | -43.7% |
| 1Y | -46.2% | +18.2% | -64.4% | -49.3% |
| 3Y | +63.7% | +33.2% | +30.6% | +43.2% |
| All | -78.0% | +173.3% | -251.3% | -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