+20.4%
ACGL vs MTB
+23.3%
-2.9%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | +0.3% |
| 7D | -1.1% | -0.8% | -0.3% | -0.9% |
| 30D | +13.1% | +2.4% | +10.7% | +12.6% |
| 3M | +9.8% | -10.5% | +20.3% | +12.1% |
| 6M | +15.3% | +6.4% | +8.9% | +13.1% |
| YTD | +12.7% | +12.8% | -0.1% | +10.0% |
| All | +20.4% | +23.3% | -2.9% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling