+22.2%
ACGL vs COO
-9.4%
+31.6%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.6% |
| 7D | +0.9% | +4.7% | -3.9% | 0.0% |
| 30D | +13.7% | +13.9% | -0.2% | +11.1% |
| 3M | +8.0% | -14.9% | +23.0% | +11.2% |
| 6M | +13.3% | +2.0% | +11.3% | +11.9% |
| YTD | +11.8% | -23.9% | +35.8% | +14.6% |
| 1Y | +22.2% | -9.6% | +31.9% | +23.6% |
| All | +22.2% | -9.4% | +31.6% | +23.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling