-40.6%
ACN vs ACGL
+161.8%
-202.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | -1.5% | -0.7% | -0.8% | -1.3% |
| 30D | +9.4% | -1.0% | +10.4% | +9.7% |
| 3M | +5.6% | +11.0% | -5.4% | +2.5% |
| 6M | -9.3% | -0.3% | -8.9% | -9.1% |
| YTD | -29.0% | +2.3% | -31.2% | -29.6% |
| 1Y | -24.7% | +6.4% | -31.0% | -26.3% |
| 3Y | -39.8% | +34.0% | -73.8% | -47.0% |
| All | -40.6% | +161.8% | -202.4% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling