-45.3%
TE vs ACGL
+19.1%
-64.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -2.5% |
| 7D | -19.1% | +2.2% | -21.2% | -16.0% |
| 30D | -34.1% | +12.3% | -46.4% | -19.6% |
| 3M | -60.1% | +11.8% | -71.9% | -50.9% |
| 6M | -66.0% | +17.5% | -83.4% | -52.8% |
| YTD | -71.4% | +14.3% | -85.7% | -57.8% |
| 1Y | -45.3% | +18.2% | -63.4% | -14.8% |
| All | -45.3% | +19.1% | -64.4% | -14.8% |
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