+13.4%
AGG vs ACGL
+29.4%
-15.9%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +0.1% | -2.9% | +3.1% | +0.1% |
| 30D | -0.4% | -2.8% | +2.4% | -0.4% |
| 3M | -0.3% | +6.8% | -7.1% | -0.3% |
| 6M | -1.2% | -1.5% | +0.3% | -1.2% |
| YTD | -0.4% | -0.2% | -0.1% | -0.3% |
| 1Y | +0.4% | +5.3% | -4.9% | +0.4% |
| 3Y | +13.4% | +30.3% | -16.9% | +12.5% |
| All | +13.4% | +29.4% | -15.9% | +12.5% |
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