+66.0%
AA vs ACGL
+5,005.0%
-4,938.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | -3.7% | +6.4% | -10.1% | -5.9% |
| 30D | -10.8% | +16.6% | -27.4% | -15.9% |
| 3M | -19.1% | +11.6% | -30.7% | -22.7% |
| 6M | -38.7% | +17.5% | -56.2% | -43.0% |
| YTD | -27.1% | +15.3% | -42.4% | -32.3% |
| 1Y | +8.3% | +26.3% | -18.0% | -2.9% |
| 3Y | +49.6% | +35.9% | +13.6% | +26.3% |
| 5Y | -15.5% | +168.2% | -183.7% | -46.0% |
| 10Y | +60.9% | +352.0% | -291.1% | -13.0% |
| All | +66.0% | +5,005.0% | -4,938.9% | -40.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling