+207.4%
ALAB vs ACGL
+23.2%
+184.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.0% | +9.2% | +4.5% |
| 7D | -26.3% | +0.9% | -27.1% | -25.6% |
| 30D | -50.1% | +13.7% | -63.8% | -46.0% |
| 3M | -42.5% | +8.0% | -50.5% | -39.1% |
| 6M | -10.8% | +13.3% | -24.1% | -2.5% |
| YTD | +14.6% | +11.8% | +2.8% | +24.9% |
| 1Y | +17.1% | +22.2% | -5.1% | +27.1% |
| All | +207.4% | +23.2% | +184.3% | +286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling