+324.9%
ACGL vs MKTX
+12.8%
+312.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +12.3% | +0.9% | +11.4% | +12.2% |
| 3M | +11.8% | +2.6% | +9.2% | +11.4% |
| 6M | +17.5% | +20.4% | -3.0% | +13.6% |
| YTD | +14.3% | -7.1% | +21.3% | +15.0% |
| 1Y | +18.2% | -2.8% | +20.9% | +18.0% |
| 3Y | +33.2% | -21.7% | +54.9% | +34.6% |
| 5Y | +174.3% | -54.5% | +228.8% | +202.1% |
| All | +324.9% | +12.8% | +312.1% | +276.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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