+1,324.9%
ACGL vs BR
+1,321.0%
+4.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.6% | -0.4% |
| 7D | -0.7% | -5.3% | +4.5% | +1.4% |
| 30D | -1.0% | +6.4% | -7.4% | -3.6% |
| 3M | +11.0% | +13.6% | -2.6% | +5.0% |
| 6M | -0.3% | -6.7% | +6.4% | +1.4% |
| YTD | +2.3% | -21.1% | +23.4% | +10.8% |
| 1Y | +6.4% | -29.6% | +35.9% | +20.7% |
| 3Y | +34.0% | -2.4% | +36.3% | +31.7% |
| 5Y | +161.6% | +11.2% | +150.4% | +138.7% |
| 10Y | +278.6% | +191.8% | +86.8% | +134.8% |
| All | +1,324.9% | +1,321.0% | +4.0% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling