+36.3%
ALB vs ACGL
+329.5%
-293.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +1.1% | -1.4% | +2.4% | +1.6% |
| 30D | -2.6% | +12.4% | -14.9% | -8.1% |
| 3M | -25.6% | +11.1% | -36.7% | -29.6% |
| 6M | -54.0% | +16.3% | -70.4% | -57.9% |
| YTD | -31.6% | +13.8% | -45.4% | -37.3% |
| 1Y | -6.6% | +20.4% | -27.0% | -16.9% |
| 3Y | -14.0% | +33.6% | -47.6% | -30.4% |
| 5Y | -62.5% | +176.8% | -239.4% | -81.0% |
| 10Y | +36.3% | +324.6% | -288.3% | -45.9% |
| All | +36.3% | +329.5% | -293.2% | -45.9% |
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