+272.7%
ACGL vs MKTX
+5.0%
+267.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | -1.2% | +0.7% | -2.0% | -1.3% |
| 3M | +5.4% | +40.8% | -35.4% | -0.6% |
| 6M | +1.4% | -8.0% | +9.3% | +2.3% |
| YTD | +0.2% | -8.7% | +8.9% | +1.1% |
| 1Y | +4.1% | -11.8% | +16.0% | +5.6% |
| 3Y | +28.2% | -24.0% | +52.3% | +29.9% |
| 5Y | +159.5% | -60.3% | +219.8% | +194.8% |
| All | +272.7% | +5.0% | +267.7% | +229.9% |
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