+115.4%
AA vs ACGL
+4,429.2%
-4,313.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.5% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | +5.0% | -1.0% | +6.0% | +5.2% |
| 3M | -35.8% | +11.0% | -46.9% | -38.9% |
| 6M | -18.4% | -0.3% | -18.1% | -19.3% |
| YTD | -5.5% | +2.3% | -7.8% | -7.9% |
| 1Y | +61.0% | +6.4% | +54.6% | +53.9% |
| 3Y | +66.2% | +34.0% | +32.3% | +40.7% |
| 5Y | +11.4% | +161.6% | -150.3% | -28.2% |
| 10Y | +116.9% | +278.6% | -161.7% | +25.1% |
| All | +115.4% | +4,429.2% | -4,313.9% | -19.1% |
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 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