+216.8%
ACWI vs ACGL
+351.1%
-134.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.8% |
| 7D | -4.0% | +6.4% | -10.4% | -5.9% |
| 30D | -5.8% | +16.6% | -22.4% | -10.5% |
| 3M | -5.0% | +11.6% | -16.6% | -8.5% |
| 6M | +0.7% | +17.5% | -16.8% | -5.1% |
| YTD | +8.4% | +15.3% | -6.8% | +2.4% |
| 1Y | +10.1% | +26.3% | -16.2% | +0.7% |
| 3Y | +70.8% | +35.9% | +34.8% | +48.4% |
| 5Y | +55.4% | +168.2% | -112.8% | +0.6% |
| All | +216.8% | +351.1% | -134.3% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling