+13.8%
AGI vs ACGL
+5.7%
+8.0%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.5% |
| 7D | +2.2% | -2.1% | +4.3% | +1.5% |
| 30D | +11.3% | -2.2% | +13.4% | +10.5% |
| 3M | +5.6% | +6.3% | -0.7% | +8.6% |
| 6M | -27.7% | +0.5% | -28.2% | -26.6% |
| YTD | -4.1% | +0.2% | -4.3% | -4.3% |
| 1Y | +13.8% | +7.3% | +6.5% | +16.2% |
| All | +13.8% | +5.7% | +8.0% | +16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling