+6,030.5%
ACGL vs BG
+931.4%
+5,099.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.3% |
| 7D | +1.3% | +5.0% | -3.7% | +0.2% |
| 30D | +14.2% | -3.2% | +17.4% | +14.9% |
| 3M | +11.1% | -11.2% | +22.3% | +13.6% |
| 6M | +16.4% | -19.4% | +35.8% | +21.1% |
| YTD | +13.8% | +13.6% | +0.1% | +9.2% |
| 1Y | +21.6% | +7.3% | +14.3% | +18.1% |
| 3Y | +33.5% | +3.8% | +29.8% | +28.5% |
| 5Y | +174.8% | +23.2% | +151.7% | +151.4% |
| 10Y | +330.4% | +97.9% | +232.4% | +240.5% |
| All | +6,030.5% | +931.4% | +5,099.1% | +4,405.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling