+1,408.0%
SRE vs ACGL
+3,971.7%
-2,563.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.0% | +0.9% | -1.4% |
| 7D | -9.2% | +0.9% | -10.0% | -9.4% |
| 30D | -1.9% | +13.7% | -15.6% | -5.0% |
| 3M | -6.5% | +8.0% | -14.6% | -8.4% |
| 6M | -15.2% | +13.3% | -28.5% | -18.0% |
| YTD | -9.5% | +11.8% | -21.3% | -12.3% |
| 1Y | -13.2% | +22.2% | -35.4% | -17.8% |
| 3Y | +19.5% | +32.5% | -13.0% | +10.1% |
| 5Y | +43.6% | +160.2% | -116.6% | +11.1% |
| 10Y | +109.9% | +338.5% | -228.6% | +44.2% |
| All | +1,408.0% | +3,971.7% | -2,563.7% | +726.3% |
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