+210.0%
ACGL vs TW
+211.4%
-1.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -1.6% |
| 7D | -2.9% | -3.5% | +0.5% | -2.0% |
| 30D | -2.8% | +0.5% | -3.3% | -3.0% |
| 3M | +6.8% | +4.9% | +1.9% | +4.9% |
| 6M | -1.5% | -17.1% | +15.6% | +3.1% |
| YTD | -0.2% | -3.9% | +3.6% | -0.4% |
| 1Y | +5.3% | -13.3% | +18.5% | +8.2% |
| 3Y | +30.3% | +20.9% | +9.4% | +19.4% |
| 5Y | +151.8% | +20.5% | +131.3% | +126.8% |
| All | +210.0% | +211.4% | -1.4% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TW 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling