+75.4%
ACWI vs ACGL
+33.2%
+42.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | -0.7% | -1.4% | +0.7% | -0.6% |
| 30D | -2.0% | +12.4% | -14.4% | -3.0% |
| 3M | -2.2% | +11.1% | -13.3% | -3.0% |
| 6M | +1.9% | +16.3% | -14.5% | +0.3% |
| YTD | +12.0% | +13.8% | -1.8% | +10.3% |
| 1Y | +12.5% | +20.4% | -7.9% | +9.9% |
| All | +75.4% | +33.2% | +42.1% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling