+294.5%
AG vs ACGL
+1,348.1%
-1,053.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +2.6% |
| 7D | +6.3% | +0.9% | +5.4% | +6.1% |
| 30D | -8.9% | +13.7% | -22.7% | -12.3% |
| 3M | -12.2% | +8.0% | -20.2% | -14.3% |
| 6M | -28.3% | +13.3% | -41.6% | -31.4% |
| YTD | -8.8% | +11.8% | -20.7% | -13.0% |
| 1Y | +39.4% | +22.2% | +17.1% | +29.5% |
| 3Y | +229.4% | +32.5% | +196.9% | +192.3% |
| 5Y | +14.5% | +160.2% | -145.6% | -20.7% |
| 10Y | +82.7% | +338.5% | -255.8% | -5.4% |
| All | +294.5% | +1,348.1% | -1,053.6% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling