+154.5%
AGI vs ACGL
+35.1%
+119.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +2.4% |
| 7D | +17.4% | -1.1% | +18.5% | +17.4% |
| 30D | -0.9% | +13.1% | -14.1% | -1.2% |
| 3M | -1.6% | +9.8% | -11.4% | -1.7% |
| 6M | -24.7% | +15.3% | -40.0% | -24.9% |
| YTD | -15.3% | +12.7% | -28.0% | -15.8% |
| 1Y | +5.5% | +20.7% | -15.2% | +4.0% |
| 3Y | +154.5% | +34.3% | +120.2% | +159.7% |
| All | +154.5% | +35.1% | +119.4% | +159.7% |
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 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