+331.1%
ACGL vs ALK
-41.7%
+372.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.1% |
| 7D | +0.9% | +9.0% | -8.2% | -1.5% |
| 30D | +13.7% | -1.6% | +15.4% | +13.8% |
| 3M | +8.0% | -23.2% | +31.2% | +14.9% |
| 6M | +13.3% | -3.9% | +17.2% | +11.9% |
| YTD | +11.8% | -22.6% | +34.4% | +15.1% |
| 1Y | +22.2% | -5.3% | +27.6% | +18.1% |
| 3Y | +32.5% | +18.6% | +13.9% | +9.1% |
| 5Y | +160.2% | -34.4% | +194.6% | +155.1% |
| All | +331.1% | -41.7% | +372.8% | +263.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling