+31.4%
ALB vs ACGL
+337.7%
-306.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.3% |
| 7D | +9.1% | +0.9% | +8.2% | +8.6% |
| 30D | -3.4% | +13.7% | -17.1% | -9.4% |
| 3M | -20.6% | +8.0% | -28.6% | -23.9% |
| 6M | -48.2% | +13.3% | -61.4% | -51.9% |
| YTD | -29.2% | +11.8% | -41.1% | -34.6% |
| 1Y | +10.0% | +22.2% | -12.2% | -2.9% |
| 3Y | -12.9% | +32.5% | -45.4% | -29.3% |
| 5Y | -61.3% | +160.2% | -221.5% | -79.6% |
| All | +31.4% | +337.7% | -306.3% | -42.9% |
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