+34.3%
ACGL vs COO
-23.3%
+57.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.4% |
| 7D | -1.1% | +4.3% | -5.4% | -1.8% |
| 30D | +13.1% | +17.6% | -4.5% | +10.3% |
| 3M | +9.8% | -13.9% | +23.7% | +12.0% |
| 6M | +15.3% | +6.6% | +8.7% | +13.6% |
| YTD | +12.7% | -22.0% | +34.7% | +16.0% |
| 1Y | +20.7% | -8.8% | +29.5% | +21.4% |
| 3Y | +34.3% | -21.5% | +55.8% | +43.3% |
| All | +34.3% | -23.3% | +57.6% | +43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling