+229.4%
AG vs ACGL
+31.5%
+197.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.6% |
| 7D | +6.3% | +0.9% | +5.4% | +6.4% |
| 30D | -8.9% | +13.7% | -22.7% | -8.2% |
| 3M | -12.2% | +8.0% | -20.2% | -11.7% |
| 6M | -28.3% | +13.3% | -41.6% | -27.6% |
| YTD | -8.8% | +11.8% | -20.7% | -8.3% |
| 1Y | +39.4% | +22.2% | +17.1% | +38.7% |
| 3Y | +229.4% | +32.5% | +196.9% | +269.9% |
| All | +229.4% | +31.5% | +197.9% | +269.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling