+155.8%
ACGL vs MKTX
-61.3%
+217.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.5% | +0.4% |
| 7D | -2.1% | +0.3% | -2.4% | -2.1% |
| 30D | -2.2% | +1.0% | -3.1% | -2.2% |
| 3M | +6.3% | +40.8% | -34.5% | +3.5% |
| 6M | +0.5% | -10.9% | +11.4% | +1.7% |
| YTD | +0.2% | -8.6% | +8.8% | +1.2% |
| 1Y | +7.3% | -11.6% | +18.8% | +8.5% |
| 3Y | +30.8% | -24.5% | +55.4% | +31.6% |
| 5Y | +155.8% | -60.7% | +216.5% | +180.6% |
| All | +155.8% | -61.3% | +217.1% | +180.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling