+17.1%
AGG vs ACGL
+329.5%
-312.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -0.6% | -1.4% | +0.8% | -0.6% |
| 30D | +1.6% | +12.4% | -10.8% | +1.6% |
| 3M | -0.5% | +11.1% | -11.6% | -0.5% |
| 6M | -1.1% | +16.3% | -17.4% | -1.1% |
| YTD | -0.7% | +13.8% | -14.6% | -0.7% |
| 1Y | -0.7% | +20.4% | -21.1% | -0.7% |
| 3Y | +14.5% | +33.6% | -19.1% | +14.6% |
| 5Y | -0.9% | +176.8% | -177.8% | -0.8% |
| 10Y | +17.1% | +324.6% | -307.5% | +20.4% |
| All | +17.1% | +329.5% | -312.4% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling