+36.5%
ACGL vs M
+110.5%
-73.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.9% | +5.8% | +0.1% |
| 7D | +6.4% | -2.1% | +8.5% | +6.4% |
| 30D | +16.6% | +7.7% | +8.9% | +16.3% |
| 3M | +11.6% | -4.4% | +15.9% | +11.7% |
| 6M | +17.5% | +27.5% | -10.1% | +16.2% |
| YTD | +15.3% | +12.8% | +2.5% | +14.5% |
| 1Y | +26.3% | +20.7% | +5.6% | +25.1% |
| All | +36.5% | +110.5% | -73.9% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling