+45.0%
AA vs ACGL
+332.0%
-287.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -4.9% |
| 7D | +1.2% | +1.3% | 0.0% | +0.4% |
| 30D | -5.0% | +14.2% | -19.2% | -12.2% |
| 3M | -22.2% | +11.1% | -33.3% | -27.2% |
| 6M | -36.3% | +16.4% | -52.7% | -42.9% |
| YTD | -24.2% | +13.8% | -38.0% | -32.0% |
| 1Y | +3.9% | +21.6% | -17.7% | -10.6% |
| 3Y | +67.6% | +33.5% | +34.0% | +27.0% |
| 5Y | -8.8% | +174.8% | -183.7% | -61.4% |
| 10Y | +45.0% | +330.4% | -285.4% | -52.5% |
| All | +45.0% | +332.0% | -287.1% | -52.5% |
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