+164.5%
ACGL vs TW
+23.1%
+141.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.9% |
| 7D | -0.7% | -2.3% | +1.6% | -0.2% |
| 30D | -1.0% | +3.9% | -4.9% | -1.9% |
| 3M | +11.0% | +5.7% | +5.3% | +9.4% |
| 6M | -0.3% | -14.5% | +14.2% | +2.8% |
| YTD | +2.3% | -0.9% | +3.1% | +1.5% |
| 1Y | +6.4% | -13.5% | +19.9% | +9.1% |
| 3Y | +34.0% | +25.0% | +9.0% | +25.0% |
| All | +164.5% | +23.1% | +141.4% | +135.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling