+22.2%
ACGL vs ALC
+2.0%
+20.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.5% |
| 7D | +0.9% | +4.9% | -4.0% | -0.2% |
| 30D | +13.7% | +19.0% | -5.2% | +9.6% |
| 3M | +8.0% | +7.8% | +0.3% | +6.1% |
| 6M | +13.3% | +14.6% | -1.3% | +9.9% |
| YTD | +11.8% | -4.4% | +16.3% | +10.6% |
| 1Y | +22.2% | +1.4% | +20.8% | +19.2% |
| All | +22.2% | +2.0% | +20.2% | +19.2% |
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