+164.5%
ACGL vs MTB
+101.8%
+62.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.7% | +1.7% | -2.5% | -1.2% |
| 30D | -1.0% | -4.2% | +3.2% | +0.1% |
| 3M | +11.0% | +8.9% | +2.2% | +8.5% |
| 6M | -0.3% | +10.9% | -11.2% | -3.2% |
| YTD | +2.3% | +21.5% | -19.2% | -3.2% |
| 1Y | +6.4% | +21.9% | -15.5% | +0.4% |
| 3Y | +34.0% | +109.2% | -75.3% | +8.4% |
| All | +164.5% | +101.8% | +62.7% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling