+445.6%
AG vs ACGL
+1,224.1%
-778.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.2% | -1.5% |
| 7D | +1.0% | -0.7% | +1.8% | +1.2% |
| 30D | +19.2% | -1.0% | +20.2% | +19.4% |
| 3M | +6.2% | +11.0% | -4.9% | +2.3% |
| 6M | -26.7% | -0.3% | -26.4% | -27.2% |
| YTD | +26.1% | +2.3% | +23.8% | +23.6% |
| 1Y | +131.7% | +6.4% | +125.3% | +123.8% |
| 3Y | +255.3% | +34.0% | +221.4% | +213.3% |
| 5Y | +61.9% | +161.6% | -99.7% | +11.5% |
| 10Y | +72.0% | +278.6% | -206.6% | -5.8% |
| All | +445.6% | +1,224.1% | -778.5% | +40.9% |
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 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