+170.6%
ACGL vs ALC
-10.7%
+181.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.1% | +2.1% | -3.1% | -1.6% |
| 30D | +13.1% | +17.2% | -4.1% | +8.8% |
| 3M | +9.8% | +4.6% | +5.2% | +8.4% |
| 6M | +15.3% | +20.1% | -4.8% | +9.9% |
| YTD | +12.7% | -4.2% | +16.9% | +13.0% |
| 1Y | +20.7% | +2.1% | +18.6% | +18.9% |
| 3Y | +34.3% | +4.5% | +29.8% | +29.5% |
| 5Y | +170.6% | -12.3% | +182.9% | +169.1% |
| All | +170.6% | -10.7% | +181.3% | +169.1% |
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