+288.6%
TEL vs ACGL
+263.8%
+24.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.7% |
| 7D | -1.4% | -2.9% | +1.5% | -0.2% |
| 30D | -4.9% | -2.8% | -2.1% | -3.7% |
| 3M | +0.1% | +6.8% | -6.7% | -3.2% |
| 6M | +0.4% | -1.5% | +1.9% | +0.3% |
| YTD | -8.9% | -0.2% | -8.7% | -10.1% |
| 1Y | -0.3% | +5.3% | -5.6% | -4.5% |
| 3Y | +67.6% | +30.3% | +37.3% | +39.3% |
| 5Y | +50.7% | +151.8% | -101.1% | -14.9% |
| 10Y | +288.6% | +266.9% | +21.8% | +77.1% |
| All | +288.6% | +263.8% | +24.8% | +77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling