+33.8%
AG vs ACGL
+21.8%
+12.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +5.1% |
| 7D | +10.8% | -1.1% | +11.9% | +10.0% |
| 30D | -8.2% | +13.1% | -21.3% | -1.6% |
| 3M | -13.7% | +9.8% | -23.5% | -9.0% |
| 6M | -27.3% | +15.3% | -42.5% | -19.5% |
| YTD | -4.6% | +12.7% | -17.3% | +2.6% |
| All | +33.8% | +21.8% | +12.1% | +35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling