+172.1%
ACGL vs SNY
+17.1%
+155.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.2% | +2.8% | -0.7% | +1.5% |
| 30D | +12.3% | +21.6% | -9.3% | +7.4% |
| 3M | +11.8% | +10.5% | +1.3% | +9.2% |
| 6M | +17.5% | +14.0% | +3.4% | +13.8% |
| YTD | +14.3% | +5.4% | +8.9% | +12.4% |
| 1Y | +18.2% | -2.5% | +20.6% | +18.2% |
| 3Y | +33.2% | +22.1% | +11.1% | +24.6% |
| All | +172.1% | +17.1% | +155.0% | +145.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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