+83.0%
ALB vs ACGL
+263.8%
-180.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.4% | +5.0% | +3.8% |
| 7D | -4.4% | -2.9% | -1.5% | -3.1% |
| 30D | -1.2% | -2.8% | +1.6% | +0.1% |
| 3M | -13.3% | +6.8% | -20.1% | -16.7% |
| 6M | -19.8% | -1.5% | -18.2% | -20.3% |
| YTD | -7.9% | -0.2% | -7.7% | -9.8% |
| 1Y | +60.2% | +5.3% | +54.9% | +52.1% |
| 3Y | -26.4% | +30.3% | -56.7% | -40.4% |
| 5Y | -42.5% | +151.8% | -194.4% | -69.5% |
| 10Y | +83.0% | +266.9% | -183.8% | -18.3% |
| All | +83.0% | +263.8% | -180.8% | -18.3% |
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