+168.2%
ACGL vs COO
-39.4%
+207.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +6.4% | +5.3% | +1.1% | +5.3% |
| 30D | +16.6% | +12.5% | +4.1% | +13.8% |
| 3M | +11.6% | -15.1% | +26.7% | +14.9% |
| 6M | +17.5% | +3.7% | +13.8% | +15.9% |
| YTD | +15.3% | -22.5% | +37.8% | +20.3% |
| 1Y | +26.3% | -7.8% | +34.1% | +27.1% |
| 3Y | +35.9% | -24.1% | +60.0% | +38.8% |
| 5Y | +168.2% | -40.1% | +208.3% | +194.7% |
| All | +168.2% | -39.4% | +207.6% | +194.7% |
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