+330.4%
ACGL vs M
-3.0%
+333.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.3% | +5.0% | -3.8% | +0.4% |
| 30D | +14.2% | +10.6% | +3.6% | +12.4% |
| 3M | +11.1% | +1.6% | +9.5% | +10.5% |
| 6M | +16.4% | +30.8% | -14.5% | +11.0% |
| YTD | +13.8% | +16.9% | -3.1% | +9.9% |
| 1Y | +21.6% | +26.3% | -4.7% | +15.9% |
| 3Y | +33.5% | +158.6% | -125.1% | +8.1% |
| 5Y | +174.8% | +2.1% | +172.8% | +148.6% |
| 10Y | +330.4% | -4.3% | +334.7% | +173.3% |
| All | +330.4% | -3.0% | +333.4% | +173.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling