+212.9%
AGI vs ACGL
+29.4%
+183.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.4% |
| 7D | +4.4% | -2.9% | +7.3% | +4.4% |
| 30D | +10.0% | -2.8% | +12.8% | +10.0% |
| 3M | +1.7% | +6.8% | -5.1% | +1.4% |
| 6M | -26.8% | -1.5% | -25.2% | -26.7% |
| YTD | -5.3% | -0.2% | -5.1% | -5.6% |
| 1Y | +11.5% | +5.3% | +6.2% | +10.4% |
| 3Y | +212.9% | +30.3% | +182.6% | +209.4% |
| All | +212.9% | +29.4% | +183.5% | +209.4% |
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