+46.8%
TEL vs ACGL
+168.9%
-122.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.8% | +4.9% | +5.5% |
| 7D | +0.6% | -1.1% | +1.7% | +0.8% |
| 30D | +0.2% | +13.1% | -12.9% | -2.8% |
| 3M | +1.5% | +9.8% | -8.3% | -0.9% |
| 6M | +6.9% | +15.3% | -8.4% | +2.8% |
| YTD | -2.8% | +12.7% | -15.5% | -6.5% |
| 1Y | -8.8% | +20.7% | -29.5% | -14.1% |
| 3Y | +84.3% | +34.3% | +50.0% | +62.9% |
| 5Y | +46.8% | +170.6% | -123.8% | -15.1% |
| All | +46.8% | +168.9% | -122.1% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling