+26.3%
ACI vs ACGL
+261.0%
-234.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +0.2% | -0.7% | +0.9% | +0.3% |
| 30D | +5.9% | -1.0% | +6.9% | +6.1% |
| 3M | -19.8% | +11.0% | -30.8% | -20.9% |
| 6M | -24.7% | -0.3% | -24.4% | -24.8% |
| YTD | -24.4% | +2.3% | -26.7% | -24.8% |
| 1Y | -31.5% | +6.4% | -37.9% | -32.2% |
| 3Y | -38.7% | +34.0% | -72.6% | -41.1% |
| 5Y | -42.8% | +161.6% | -204.4% | -49.3% |
| All | +26.3% | +261.0% | -234.7% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 all: compounded portfolio wealth divided by compounded ACGL 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…
all analysis · Full analysis span regression · 6 months rolling