-76.0%
TE vs ACGL
+158.3%
-234.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.5% |
| 7D | -12.6% | +0.9% | -13.5% | -12.6% |
| 30D | -36.7% | +13.7% | -50.5% | -37.0% |
| 3M | -57.5% | +8.0% | -65.5% | -57.6% |
| 6M | -55.2% | +13.3% | -68.5% | -55.6% |
| YTD | -64.7% | +11.8% | -76.5% | -65.0% |
| 1Y | -35.9% | +22.2% | -58.1% | -37.2% |
| 3Y | -31.8% | +32.5% | -64.3% | -33.8% |
| 5Y | -79.4% | +160.2% | -239.6% | -81.4% |
| All | -76.0% | +158.3% | -234.3% | -78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling