-2.0%
AGG vs ACGL
+152.7%
-154.7%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.2% |
| 7D | -0.2% | -2.1% | +2.0% | -0.2% |
| 30D | -0.2% | -2.2% | +1.9% | -0.2% |
| 3M | -0.7% | +6.3% | -7.0% | -0.7% |
| 6M | -1.8% | +0.5% | -2.3% | -1.8% |
| YTD | -0.6% | +0.2% | -0.8% | -0.6% |
| 1Y | +0.4% | +7.3% | -6.9% | +0.4% |
| 3Y | +13.2% | +30.8% | -17.7% | +13.6% |
| 5Y | -2.0% | +155.8% | -157.7% | -1.7% |
| All | -2.0% | +152.7% | -154.7% | -1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling