+164.7%
ACGL vs BR
+19.3%
+145.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | +0.9% | +6.5% | -5.6% | -1.0% |
| 30D | +13.7% | +18.9% | -5.2% | +7.9% |
| 3M | +8.0% | +16.3% | -8.2% | +3.1% |
| 6M | +13.3% | +26.2% | -12.9% | +5.0% |
| YTD | +11.8% | -13.1% | +24.9% | +16.4% |
| 1Y | +22.2% | -10.5% | +32.7% | +25.9% |
| 3Y | +32.5% | +13.3% | +19.1% | +26.7% |
| All | +164.7% | +19.3% | +145.4% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling