+10.0%
AJG vs ACGL
+30.4%
-20.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.3% | -3.1% |
| 7D | -7.4% | -2.1% | -5.3% | -6.2% |
| 30D | -3.0% | -2.2% | -0.8% | -1.7% |
| 3M | +12.8% | +6.3% | +6.5% | +9.7% |
| 6M | +12.8% | +0.5% | +12.3% | +12.7% |
| YTD | -4.7% | +0.2% | -5.0% | -4.7% |
| 1Y | -17.2% | +7.3% | -24.5% | -20.0% |
| All | +10.0% | +30.4% | -20.4% | -6.7% |
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