+365.1%
SE vs ACGL
+243.7%
+121.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.1% | -5.6% | -5.7% |
| 7D | -1.2% | +6.4% | -7.6% | -3.3% |
| 30D | -21.7% | +16.6% | -38.3% | -25.8% |
| 3M | -34.2% | +11.6% | -45.8% | -36.8% |
| 6M | -10.5% | +17.5% | -27.9% | -15.9% |
| YTD | -40.7% | +15.3% | -56.0% | -44.1% |
| 1Y | -52.1% | +26.3% | -78.4% | -56.4% |
| 3Y | +68.9% | +35.9% | +32.9% | +46.0% |
| 5Y | -78.9% | +168.2% | -247.0% | -86.4% |
| All | +365.1% | +243.7% | +121.4% | +114.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling