+347.2%
ACWI vs ACGL
+1,456.8%
-1,109.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +0.5% |
| 7D | -0.5% | +8.0% | -8.4% | -3.9% |
| 30D | -1.6% | +17.3% | -18.9% | -8.5% |
| 3M | -1.3% | +11.2% | -12.6% | -6.2% |
| 6M | +5.8% | +18.2% | -12.3% | -2.8% |
| YTD | +12.7% | +15.4% | -2.7% | +4.1% |
| 1Y | +15.0% | +26.5% | -11.5% | +1.7% |
| 3Y | +77.5% | +36.1% | +41.5% | +46.5% |
| 5Y | +61.9% | +175.9% | -114.1% | -10.0% |
| 10Y | +236.1% | +352.4% | -116.3% | +27.3% |
| All | +347.2% | +1,456.8% | -1,109.6% | -28.9% |
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 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