-55.2%
TE vs ACGL
+13.9%
-69.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | -2.4% |
| 7D | -12.6% | +0.9% | -13.5% | -10.4% |
| 30D | -36.7% | +13.7% | -50.5% | -16.0% |
| 3M | -57.5% | +8.0% | -65.5% | -49.0% |
| 6M | -55.2% | +13.3% | -68.5% | -25.8% |
| All | -55.2% | +13.9% | -69.1% | -25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling