-48.5%
TE vs ACGL
+130.5%
-179.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -2.4% | +12.4% | +10.1% |
| 7D | +18.2% | -2.9% | +21.2% | +18.3% |
| 30D | -13.5% | -2.8% | -10.7% | -13.4% |
| 3M | -44.6% | +6.8% | -51.4% | -45.1% |
| 6M | -24.7% | -1.5% | -23.2% | -24.9% |
| YTD | -24.3% | -0.2% | -24.0% | -24.7% |
| 1Y | +155.6% | +5.3% | +150.3% | +151.8% |
| 3Y | -18.3% | +30.3% | -48.5% | -21.4% |
| 5Y | -41.3% | +151.8% | -193.1% | -46.9% |
| All | -48.5% | +130.5% | -179.0% | -53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling