+11.1%
AG vs ACGL
+159.2%
-148.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.1% |
| 7D | +6.3% | +0.9% | +5.4% | +6.3% |
| 30D | -8.9% | +13.7% | -22.7% | -9.9% |
| 3M | -12.2% | +8.0% | -20.2% | -12.8% |
| 6M | -28.3% | +13.3% | -41.6% | -29.3% |
| YTD | -8.8% | +11.8% | -20.7% | -10.3% |
| 1Y | +39.4% | +22.2% | +17.1% | +34.9% |
| 3Y | +229.4% | +32.5% | +196.9% | +212.6% |
| All | +11.1% | +159.2% | -148.1% | -18.3% |
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