+18.2%
ACGL vs BR
-11.4%
+29.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | +2.2% | +1.1% | +1.1% | +2.0% |
| 30D | +12.3% | +14.4% | -2.1% | +9.6% |
| 3M | +11.8% | +12.4% | -0.6% | +9.4% |
| 6M | +17.5% | +35.4% | -18.0% | +11.6% |
| YTD | +14.3% | -12.2% | +26.4% | +13.5% |
| 1Y | +18.2% | -12.7% | +30.9% | +17.3% |
| All | +18.2% | -11.4% | +29.6% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling