+330.6%
ACGL vs COO
+40.7%
+289.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -2.5% |
| 30D | +13.1% | +17.6% | -4.5% | +6.9% |
| 3M | +9.8% | -13.9% | +23.7% | +14.8% |
| 6M | +15.3% | +6.6% | +8.7% | +11.3% |
| YTD | +12.7% | -22.0% | +34.7% | +21.3% |
| 1Y | +20.7% | -8.8% | +29.5% | +22.4% |
| 3Y | +34.3% | -21.5% | +55.8% | +37.2% |
| 5Y | +170.6% | -41.0% | +211.6% | +209.0% |
| 10Y | +330.6% | +40.9% | +289.7% | +273.9% |
| All | +330.6% | +40.7% | +289.9% | +273.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling