-0.5%
AGG vs ACGL
+8.0%
-8.5%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -0.9% | -3.6% | +2.7% | -0.9% |
| 30D | -1.0% | -2.1% | +1.1% | -1.0% |
| 3M | -1.3% | +5.4% | -6.6% | -1.3% |
| 6M | -2.1% | 0.0% | -2.1% | -2.1% |
| YTD | -1.2% | +0.3% | -1.5% | -1.2% |
| 1Y | -0.5% | +6.2% | -6.7% | -0.2% |
| All | -0.5% | +8.0% | -8.5% | -0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling