+0.3%
AG vs ACGL
+173.3%
-173.0%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.8% | -2.5% |
| 7D | -10.0% | +2.2% | -12.1% | -10.1% |
| 30D | -10.5% | +12.3% | -22.8% | -11.4% |
| 3M | -27.3% | +11.8% | -39.1% | -28.0% |
| 6M | -43.0% | +17.5% | -60.4% | -44.0% |
| YTD | -17.9% | +14.3% | -32.2% | -19.4% |
| 1Y | +11.9% | +18.2% | -6.2% | +9.2% |
| 3Y | +201.8% | +33.2% | +168.7% | +187.1% |
| All | +0.3% | +173.3% | -173.0% | -26.9% |
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 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