+7,948.0%
AJG vs ACGL
+4,960.6%
+2,987.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.3% | +1.7% | +2.0% |
| 7D | +0.5% | +2.2% | -1.7% | -0.1% |
| 30D | +19.4% | +12.3% | +7.1% | +15.9% |
| 3M | +11.9% | +11.8% | +0.1% | +8.9% |
| 6M | +48.3% | +17.5% | +30.8% | +42.6% |
| YTD | +10.3% | +14.3% | -3.9% | +6.8% |
| 1Y | +11.5% | +18.2% | -6.7% | +7.1% |
| 3Y | +17.5% | +33.2% | -15.6% | +9.4% |
| 5Y | +79.8% | +174.3% | -94.5% | +41.0% |
| 10Y | +541.5% | +326.3% | +215.2% | +357.1% |
| All | +7,948.0% | +4,960.6% | +2,987.4% | +4,778.2% |
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