+6,321.7%
AFL vs ACGL
+4,853.1%
+1,468.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -0.5% |
| 7D | +0.1% | +0.9% | -0.7% | -0.3% |
| 30D | +10.0% | +13.7% | -3.7% | +4.3% |
| 3M | -1.6% | +8.0% | -9.6% | -4.7% |
| 6M | +10.5% | +13.3% | -2.8% | +4.8% |
| YTD | +14.3% | +11.8% | +2.4% | +8.7% |
| 1Y | +11.4% | +22.2% | -10.8% | +2.2% |
| 3Y | +62.4% | +32.5% | +30.0% | +43.2% |
| 5Y | +144.8% | +160.2% | -15.4% | +62.6% |
| 10Y | +356.2% | +338.5% | +17.7% | +148.2% |
| All | +6,321.7% | +4,853.1% | +1,468.6% | +2,156.8% |
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