+276.3%
ACGL vs MTB
+172.8%
+103.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -2.1% | +1.1% | -3.2% | -2.6% |
| 30D | -2.2% | -4.6% | +2.4% | -0.2% |
| 3M | +6.3% | +6.3% | +0.1% | +3.2% |
| 6M | +0.5% | +15.6% | -15.1% | -6.1% |
| YTD | +0.2% | +20.6% | -20.3% | -8.5% |
| 1Y | +7.3% | +22.5% | -15.3% | -3.0% |
| 3Y | +30.8% | +114.4% | -83.6% | -12.3% |
| 5Y | +155.8% | +101.9% | +53.9% | +65.7% |
| 10Y | +276.3% | +170.4% | +105.9% | +110.5% |
| All | +276.3% | +172.8% | +103.5% | +110.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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