-48.8%
TE vs ACGL
+20.5%
-69.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | +0.1% | -7.6% | -7.4% |
| 7D | -13.6% | -1.2% | -12.4% | -15.0% |
| 30D | -37.7% | +12.8% | -50.5% | -23.1% |
| 3M | -59.8% | +12.3% | -72.1% | -50.1% |
| 6M | -66.3% | +15.8% | -82.2% | -54.0% |
| YTD | -70.5% | +13.9% | -84.4% | -56.6% |
| 1Y | -48.8% | +19.0% | -67.9% | -17.9% |
| All | -48.8% | +20.5% | -69.3% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling