+57.5%
AG vs ACGL
+263.8%
-206.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.7% |
| 7D | +4.5% | -2.9% | +7.4% | +5.0% |
| 30D | +12.9% | -2.8% | +15.7% | +13.3% |
| 3M | +20.9% | +6.8% | +14.1% | +19.3% |
| 6M | -19.5% | -1.5% | -18.0% | -19.7% |
| YTD | +24.8% | -0.2% | +25.0% | +23.9% |
| 1Y | +120.2% | +5.3% | +114.9% | +116.1% |
| 3Y | +279.0% | +30.3% | +248.7% | +254.4% |
| 5Y | +67.9% | +151.8% | -83.9% | +35.2% |
| 10Y | +57.5% | +266.9% | -209.4% | +28.8% |
| All | +57.5% | +263.8% | -206.3% | +28.8% |
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 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