-17.4%
AA vs ACGL
+173.3%
-190.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.5% | +2.2% | -1.7% | 0.0% |
| 30D | -0.6% | +12.3% | -12.9% | -3.4% |
| 3M | -19.7% | +11.8% | -31.5% | -22.0% |
| 6M | -41.6% | +17.5% | -59.0% | -44.4% |
| YTD | -24.6% | +14.3% | -38.9% | -28.2% |
| 1Y | +4.9% | +18.2% | -13.3% | -1.3% |
| 3Y | +66.8% | +33.2% | +33.7% | +45.0% |
| All | -17.4% | +173.3% | -190.6% | -58.8% |
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