+323.5%
ACGL vs M
-8.5%
+332.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.4% |
| 7D | -1.2% | +0.6% | -1.8% | -1.3% |
| 30D | +12.8% | +7.0% | +5.8% | +11.5% |
| 3M | +12.3% | +3.1% | +9.1% | +11.5% |
| 6M | +15.8% | +33.5% | -17.7% | +10.2% |
| YTD | +13.9% | +13.4% | +0.5% | +10.5% |
| 1Y | +19.0% | +22.4% | -3.4% | +14.0% |
| 3Y | +33.7% | +150.9% | -117.2% | +8.7% |
| 5Y | +173.4% | -3.0% | +176.4% | +149.5% |
| All | +323.5% | -8.5% | +332.0% | +169.3% |
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