+32.5%
ACGL vs BG
+1.9%
+30.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.5% | -3.0% |
| 7D | +0.9% | +2.5% | -1.7% | +0.7% |
| 30D | +13.7% | -6.1% | +19.8% | +14.2% |
| 3M | +8.0% | -8.5% | +16.6% | +8.5% |
| 6M | +13.3% | -20.4% | +33.7% | +14.9% |
| YTD | +11.8% | +13.3% | -1.4% | +9.2% |
| 1Y | +22.2% | +7.3% | +15.0% | +20.1% |
| 3Y | +32.5% | +2.6% | +29.9% | +30.9% |
| All | +32.5% | +1.9% | +30.5% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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