+405.2%
AGI vs ACGL
+329.5%
+75.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | 0.0% | -1.4% | +1.4% | +0.1% |
| 30D | -7.6% | +12.4% | -20.0% | -8.1% |
| 3M | -10.2% | +11.1% | -21.3% | -10.6% |
| 6M | -31.5% | +16.3% | -47.9% | -32.0% |
| YTD | -22.0% | +13.8% | -35.8% | -22.6% |
| 1Y | -7.9% | +20.4% | -28.3% | -8.9% |
| 3Y | +137.6% | +33.6% | +104.0% | +133.7% |
| 5Y | +256.7% | +176.8% | +79.9% | +239.4% |
| 10Y | +405.2% | +324.6% | +80.6% | +456.6% |
| All | +405.2% | +329.5% | +75.7% | +456.6% |
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