+298.0%
AFL vs ACGL
+263.8%
+34.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.3% |
| 7D | -0.7% | -2.9% | +2.2% | +1.0% |
| 30D | -7.1% | -2.8% | -4.3% | -5.6% |
| 3M | +0.4% | +6.8% | -6.4% | -3.6% |
| 6M | +4.5% | -1.5% | +6.1% | +5.1% |
| YTD | +6.1% | -0.2% | +6.3% | +5.6% |
| 1Y | +10.6% | +5.3% | +5.3% | +6.4% |
| 3Y | +64.0% | +30.3% | +33.7% | +36.0% |
| 5Y | +133.7% | +151.8% | -18.1% | +25.3% |
| 10Y | +298.0% | +266.9% | +31.2% | +81.3% |
| All | +298.0% | +263.8% | +34.2% | +81.3% |
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