-14.8%
AA vs ACGL
+159.2%
-174.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.0% | +5.9% | +3.6% |
| 7D | +0.9% | +0.9% | 0.0% | +0.7% |
| 30D | -6.7% | +13.7% | -20.4% | -9.6% |
| 3M | -16.3% | +8.0% | -24.4% | -18.1% |
| 6M | -37.1% | +13.3% | -50.4% | -39.6% |
| YTD | -25.0% | +11.8% | -36.9% | -28.2% |
| 1Y | +8.6% | +22.2% | -13.7% | +0.6% |
| 3Y | +57.2% | +32.5% | +24.8% | +36.0% |
| All | -14.8% | +159.2% | -174.0% | -56.4% |
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