+22.2%
A vs ACGL
+28.7%
-6.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +1.1% |
| 7D | -2.4% | +8.0% | -10.4% | -2.1% |
| 30D | +3.6% | +17.3% | -13.7% | +4.1% |
| 3M | +27.5% | +11.2% | +16.3% | +28.1% |
| 6M | +58.5% | +18.2% | +40.3% | +58.9% |
| YTD | +31.2% | +15.4% | +15.8% | +31.3% |
| 1Y | +22.2% | +26.5% | -4.3% | +16.9% |
| All | +22.2% | +28.7% | -6.5% | +16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling