+80.2%
AJG vs ACGL
+173.3%
-93.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +1.9% |
| 7D | +0.5% | +2.2% | -1.7% | -0.7% |
| 30D | +19.4% | +12.3% | +7.1% | +12.0% |
| 3M | +11.9% | +11.8% | +0.1% | +5.4% |
| 6M | +48.3% | +17.5% | +30.8% | +36.2% |
| YTD | +10.3% | +14.3% | -3.9% | +2.7% |
| 1Y | +11.5% | +18.2% | -6.7% | +2.1% |
| 3Y | +17.5% | +33.2% | -15.6% | -0.5% |
| All | +80.2% | +173.3% | -93.1% | +0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling