+26.5%
ACGL vs ALC
+4.2%
+22.3%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.1% | +1.1% |
| 7D | +8.0% | +10.7% | -2.7% | +5.5% |
| 30D | +17.3% | +20.2% | -2.9% | +12.6% |
| 3M | +11.2% | +8.9% | +2.3% | +8.8% |
| 6M | +18.2% | +5.7% | +12.5% | +15.2% |
| YTD | +15.4% | -1.4% | +16.8% | +13.3% |
| 1Y | +26.5% | +4.7% | +21.8% | +22.2% |
| All | +26.5% | +4.2% | +22.3% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling