-18.0%
AA vs ACGL
+176.7%
-194.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.3% | -1.2% | +6.5% | +5.5% |
| 30D | -2.3% | +12.8% | -15.0% | -5.1% |
| 3M | -20.8% | +12.3% | -33.1% | -23.2% |
| 6M | -39.8% | +15.8% | -55.6% | -42.5% |
| YTD | -23.3% | +13.9% | -37.2% | -26.9% |
| 1Y | +1.8% | +19.0% | -17.2% | -4.5% |
| 3Y | +69.5% | +33.7% | +35.9% | +46.9% |
| 5Y | -18.0% | +173.4% | -191.4% | -59.1% |
| All | -18.0% | +176.7% | -194.7% | -59.1% |
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