+18.2%
ACGL vs FGI
-9.3%
+27.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -5.0% | +7.7% | +2.7% |
| 7D | +8.0% | +3.3% | +4.6% | +8.0% |
| 30D | +17.3% | -2.0% | +19.3% | +17.3% |
| 3M | +11.2% | +60.3% | -49.0% | +11.1% |
| 6M | +18.2% | +0.7% | +17.4% | +18.7% |
| All | +18.2% | -9.3% | +27.5% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 6mo: compounded portfolio wealth divided by compounded FGI 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…
6mo analysis · Full analysis span regression · 6 months rolling