+55.0%
ACWI vs ACGL
+159.2%
-104.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +2.9% | +0.5% |
| 7D | -2.4% | +0.9% | -3.2% | -2.5% |
| 30D | -5.2% | +13.7% | -18.9% | -7.7% |
| 3M | -4.8% | +8.0% | -12.9% | -6.4% |
| 6M | -1.3% | +13.3% | -14.6% | -4.2% |
| YTD | +8.4% | +11.8% | -3.5% | +5.2% |
| 1Y | +11.0% | +22.2% | -11.2% | +5.4% |
| 3Y | +70.6% | +32.5% | +38.1% | +55.5% |
| All | +55.0% | +159.2% | -104.2% | +4.0% |
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