+164.7%
ACGL vs COO
-41.6%
+206.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.6% |
| 7D | +0.9% | +4.7% | -3.9% | -0.1% |
| 30D | +13.7% | +13.9% | -0.2% | +10.8% |
| 3M | +8.0% | -14.9% | +23.0% | +11.2% |
| 6M | +13.3% | +2.0% | +11.3% | +12.1% |
| YTD | +11.8% | -23.9% | +35.8% | +17.2% |
| 1Y | +22.2% | -9.6% | +31.9% | +23.5% |
| 3Y | +32.5% | -25.4% | +57.9% | +35.8% |
| All | +164.7% | -41.6% | +206.3% | +195.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling