+144.8%
AFL vs ACGL
+159.2%
-14.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -0.2% |
| 7D | +0.1% | +0.9% | -0.7% | -0.4% |
| 30D | +10.0% | +13.7% | -3.7% | +2.8% |
| 3M | -1.6% | +8.0% | -9.6% | -5.6% |
| 6M | +10.5% | +13.3% | -2.8% | +3.2% |
| YTD | +14.3% | +11.8% | +2.4% | +7.1% |
| 1Y | +11.4% | +22.2% | -10.8% | -0.4% |
| 3Y | +62.4% | +32.5% | +30.0% | +37.7% |
| All | +144.8% | +159.2% | -14.4% | +33.0% |
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