+331.1%
ACGL vs M
-4.2%
+335.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -2.3% |
| 7D | +0.9% | -4.3% | +5.1% | +1.5% |
| 30D | +13.7% | +1.3% | +12.5% | +13.4% |
| 3M | +8.0% | -7.4% | +15.4% | +9.0% |
| 6M | +13.3% | +18.3% | -5.1% | +9.7% |
| YTD | +11.8% | +7.6% | +4.3% | +9.4% |
| 1Y | +22.2% | +17.4% | +4.9% | +17.8% |
| 3Y | +32.5% | +108.4% | -75.9% | +11.1% |
| 5Y | +160.2% | -10.6% | +170.8% | +140.7% |
| All | +331.1% | -4.2% | +335.3% | +178.0% |
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