+4,269.4%
ACGL vs M
+208.5%
+4,060.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.1% |
| 7D | -0.7% | +4.7% | -5.5% | -1.5% |
| 30D | -1.0% | -9.6% | +8.6% | +0.5% |
| 3M | +11.0% | +0.9% | +10.2% | +10.4% |
| 6M | -0.3% | +22.3% | -22.6% | -4.1% |
| YTD | +2.3% | +6.5% | -4.3% | +0.3% |
| 1Y | +6.4% | +38.8% | -32.4% | -0.4% |
| 3Y | +34.0% | +115.9% | -81.9% | +11.4% |
| 5Y | +161.6% | +28.6% | +133.0% | +123.9% |
| 10Y | +278.6% | -2.5% | +281.1% | +191.8% |
| All | +4,269.4% | +208.5% | +4,060.9% | +2,279.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling