+375.0%
AGI vs ACGL
+324.4%
+50.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | -10.1% | +2.2% | -12.3% | -10.2% |
| 30D | -6.5% | +12.3% | -18.8% | -7.0% |
| 3M | -12.8% | +11.8% | -24.6% | -13.2% |
| 6M | -34.3% | +17.5% | -51.8% | -34.8% |
| YTD | -25.6% | +14.3% | -39.9% | -26.2% |
| 1Y | -14.2% | +18.2% | -32.4% | -15.0% |
| 3Y | +127.3% | +33.2% | +94.1% | +123.6% |
| 5Y | +241.8% | +174.3% | +67.4% | +225.2% |
| All | +375.0% | +324.4% | +50.7% | +424.1% |
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 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