+151.8%
ACGL vs BR
+9.8%
+142.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.5% | 0.0% | -1.7% |
| 7D | -2.9% | -5.9% | +3.0% | -1.1% |
| 30D | -2.8% | +1.9% | -4.7% | -3.4% |
| 3M | +6.8% | +14.7% | -7.8% | +2.0% |
| 6M | -1.5% | -12.8% | +11.2% | +2.3% |
| YTD | -0.2% | -23.0% | +22.8% | +7.9% |
| 1Y | +5.3% | -31.7% | +37.0% | +18.7% |
| 3Y | +30.3% | -4.8% | +35.1% | +31.4% |
| 5Y | +151.8% | +7.8% | +144.0% | +134.7% |
| All | +151.8% | +9.8% | +142.0% | +134.7% |
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