+5,459.2%
AGI vs ACGL
+2,518.4%
+2,940.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.6% |
| 7D | +0.6% | -0.7% | +1.3% | +0.7% |
| 30D | +18.2% | -1.0% | +19.2% | +18.4% |
| 3M | -4.1% | +11.0% | -15.2% | -5.9% |
| 6M | -28.7% | -0.3% | -28.4% | -28.9% |
| YTD | -4.0% | +2.3% | -6.3% | -4.8% |
| 1Y | +17.4% | +6.4% | +11.0% | +15.5% |
| 3Y | +203.0% | +34.0% | +169.1% | +184.6% |
| 5Y | +376.7% | +161.6% | +215.0% | +295.5% |
| 10Y | +407.5% | +278.6% | +128.9% | +269.1% |
| All | +5,459.2% | +2,518.4% | +2,940.8% | +2,122.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling