+33.0%
ALB vs ACGL
+332.0%
-299.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.2% | -4.7% |
| 7D | +5.3% | +1.3% | +4.0% | +4.6% |
| 30D | -6.3% | +14.2% | -20.5% | -12.3% |
| 3M | -27.4% | +11.1% | -38.5% | -31.3% |
| 6M | -53.1% | +16.4% | -69.4% | -57.0% |
| YTD | -32.3% | +13.8% | -46.1% | -38.0% |
| 1Y | -7.3% | +21.6% | -28.9% | -17.9% |
| 3Y | -14.9% | +33.5% | -48.5% | -31.1% |
| 5Y | -62.0% | +174.8% | -236.9% | -80.6% |
| 10Y | +33.0% | +330.4% | -297.3% | -46.0% |
| All | +33.0% | +332.0% | -299.0% | -46.0% |
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