-76.7%
TE vs ACGL
+160.4%
-237.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -3.0% |
| 7D | -10.5% | -1.1% | -9.5% | -10.5% |
| 30D | -32.4% | +13.1% | -45.6% | -32.7% |
| 3M | -60.9% | +9.8% | -70.6% | -61.0% |
| 6M | -62.8% | +15.3% | -78.1% | -63.2% |
| YTD | -65.7% | +12.7% | -78.4% | -66.1% |
| 1Y | -39.9% | +20.7% | -60.6% | -41.0% |
| 3Y | +10.6% | +34.3% | -23.7% | +7.3% |
| 5Y | -79.7% | +170.6% | -250.3% | -81.6% |
| All | -76.7% | +160.4% | -237.0% | -79.0% |
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 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