+11.9%
ACN vs ACGL
+28.7%
-16.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.7% | +1.1% | +2.0% |
| 7D | +8.6% | +8.0% | +0.6% | +3.1% |
| 30D | +36.6% | +17.3% | +19.3% | +23.6% |
| 3M | +56.3% | +11.2% | +45.1% | +45.0% |
| 6M | +49.7% | +18.2% | +31.5% | +36.7% |
| YTD | +1.3% | +15.4% | -14.1% | -7.4% |
| 1Y | +11.9% | +26.5% | -14.6% | -2.2% |
| All | +11.9% | +28.7% | -16.8% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling