+32.5%
ACGL vs ALLY
+54.4%
-21.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.8% |
| 7D | +0.9% | +0.9% | -0.1% | +0.8% |
| 30D | +13.7% | +3.1% | +10.6% | +13.4% |
| 3M | +8.0% | -12.6% | +20.6% | +9.4% |
| 6M | +13.3% | -12.4% | +25.7% | +14.6% |
| YTD | +11.8% | -13.2% | +25.0% | +13.0% |
| 1Y | +22.2% | +1.8% | +20.4% | +21.4% |
| 3Y | +32.5% | +58.0% | -25.5% | +43.3% |
| All | +32.5% | +54.4% | -21.9% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 3y: compounded portfolio wealth divided by compounded ALLY 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…
3y analysis · Full analysis span regression · 6 months rolling