+324.9%
ACGL vs M
-7.1%
+332.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.1% |
| 7D | +2.2% | +7.0% | -4.8% | +1.1% |
| 30D | +12.3% | +8.9% | +3.4% | +10.8% |
| 3M | +11.8% | +4.5% | +7.3% | +10.8% |
| 6M | +17.5% | +36.2% | -18.7% | +11.4% |
| YTD | +14.3% | +15.1% | -0.9% | +10.7% |
| 1Y | +18.2% | +27.4% | -9.3% | +12.5% |
| 3Y | +33.2% | +160.1% | -127.0% | +7.7% |
| 5Y | +174.3% | -1.6% | +175.9% | +149.8% |
| All | +324.9% | -7.1% | +332.0% | +169.7% |
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