-53.2%
TE vs ACGL
+136.2%
-189.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.4% |
| 7D | -4.0% | -0.7% | -3.2% | -3.9% |
| 30D | -15.9% | -1.0% | -14.9% | -15.9% |
| 3M | -60.5% | +11.0% | -71.6% | -61.0% |
| 6M | -35.2% | -0.3% | -34.9% | -35.4% |
| YTD | -31.1% | +2.3% | -33.4% | -31.6% |
| 1Y | +148.6% | +6.4% | +142.3% | +145.2% |
| 3Y | -26.4% | +34.0% | -60.4% | -29.4% |
| 5Y | -48.0% | +161.6% | -209.7% | -53.0% |
| All | -53.2% | +136.2% | -189.4% | -57.6% |
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