+41.6%
AA vs ACGL
+324.4%
-282.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.9% |
| 7D | +0.5% | +2.2% | -1.7% | -0.7% |
| 30D | -0.6% | +12.3% | -12.9% | -7.2% |
| 3M | -19.7% | +11.8% | -31.5% | -25.1% |
| 6M | -41.6% | +17.5% | -59.0% | -47.9% |
| YTD | -24.6% | +14.3% | -38.9% | -32.5% |
| 1Y | +4.9% | +18.2% | -13.3% | -8.1% |
| 3Y | +66.8% | +33.2% | +33.7% | +26.8% |
| 5Y | -19.4% | +174.3% | -193.7% | -65.8% |
| All | +41.6% | +324.4% | -282.8% | -53.9% |
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 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