+356.8%
ACWI vs ACGL
+1,279.8%
-923.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.7% |
| 7D | +0.5% | -0.7% | +1.2% | +0.8% |
| 30D | +0.9% | -1.0% | +1.9% | +1.2% |
| 3M | +2.4% | +11.0% | -8.7% | -3.0% |
| 6M | +12.4% | -0.3% | +12.7% | +11.5% |
| YTD | +15.2% | +2.3% | +12.9% | +12.5% |
| 1Y | +22.7% | +6.4% | +16.3% | +17.2% |
| 3Y | +75.8% | +34.0% | +41.8% | +45.0% |
| 5Y | +67.7% | +161.6% | -93.9% | -5.0% |
| 10Y | +229.0% | +278.6% | -49.6% | +36.7% |
| All | +356.8% | +1,279.8% | -923.0% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling