+13.8%
AGG vs ACGL
+33.3%
-19.6%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.4% | -1.2% | -0.2% | -1.4% |
| 30D | +0.9% | +12.8% | -11.9% | +0.8% |
| 3M | -1.2% | +12.3% | -13.5% | -1.3% |
| 6M | -1.4% | +15.8% | -17.3% | -1.5% |
| YTD | -1.4% | +13.9% | -15.3% | -1.4% |
| 1Y | -1.3% | +19.0% | -20.3% | -1.3% |
| All | +13.8% | +33.3% | -19.6% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling