+589.4%
SE vs ACGL
+204.9%
+384.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -6.1% | -0.7% | -5.3% | -5.8% |
| 30D | -2.5% | -1.0% | -1.5% | -2.2% |
| 3M | +21.7% | +11.0% | +10.7% | +16.8% |
| 6M | +27.0% | -0.3% | +27.3% | +26.5% |
| YTD | -12.1% | +2.3% | -14.4% | -13.5% |
| 1Y | -40.9% | +6.4% | -47.3% | -42.8% |
| 3Y | +191.0% | +34.0% | +157.0% | +151.1% |
| 5Y | -68.3% | +161.6% | -229.9% | -79.5% |
| All | +589.4% | +204.9% | +384.4% | +231.2% |
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