+221.3%
ACGL vs ALC
+24.0%
+197.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.5% | -0.9% |
| 7D | -0.7% | -2.1% | +1.3% | 0.0% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | +11.0% | +5.9% | +5.2% | +8.4% |
| 6M | -0.3% | -15.9% | +15.6% | +5.5% |
| YTD | +2.3% | -10.1% | +12.4% | +5.3% |
| 1Y | +6.4% | -10.2% | +16.6% | +9.1% |
| 3Y | +34.0% | -13.6% | +47.5% | +35.8% |
| 5Y | +161.6% | -15.1% | +176.8% | +162.2% |
| All | +221.3% | +24.0% | +197.3% | +137.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling