+168.2%
ACGL vs ALC
-8.7%
+176.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | +6.4% | +7.6% | -1.2% | +4.4% |
| 30D | +16.6% | +21.1% | -4.5% | +11.2% |
| 3M | +11.6% | +8.5% | +3.1% | +9.2% |
| 6M | +17.5% | +2.8% | +14.6% | +15.9% |
| YTD | +15.3% | -2.4% | +17.7% | +15.0% |
| 1Y | +26.3% | +3.5% | +22.8% | +24.0% |
| 3Y | +35.9% | +4.2% | +31.7% | +31.3% |
| 5Y | +168.2% | -9.0% | +177.2% | +163.4% |
| All | +168.2% | -8.7% | +176.9% | +163.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling