+164.5%
ACGL vs M
+27.3%
+137.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -1.9% |
| 7D | -0.7% | +4.7% | -5.5% | -1.1% |
| 30D | -1.0% | -9.6% | +8.6% | -0.3% |
| 3M | +11.0% | +0.9% | +10.2% | +10.8% |
| 6M | -0.3% | +22.3% | -22.6% | -2.1% |
| YTD | +2.3% | +6.5% | -4.3% | +1.4% |
| 1Y | +6.4% | +38.8% | -32.4% | +3.2% |
| 3Y | +34.0% | +115.9% | -81.9% | +21.7% |
| All | +164.5% | +27.3% | +137.2% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling