+3.9%
AA vs ACGL
+22.9%
-19.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.3% | -3.9% |
| 7D | +1.2% | +1.3% | 0.0% | +1.9% |
| 30D | -5.0% | +14.2% | -19.2% | +2.4% |
| 3M | -22.2% | +11.1% | -33.3% | -17.4% |
| 6M | -36.3% | +16.4% | -52.7% | -29.2% |
| YTD | -24.2% | +13.8% | -38.0% | -17.3% |
| 1Y | +3.9% | +21.6% | -17.7% | +10.5% |
| All | +3.9% | +22.9% | -19.1% | +10.5% |
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 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