+38.6%
ALB vs ACGL
+324.4%
-285.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -5.8% | +2.2% | -7.9% | -6.7% |
| 30D | -4.5% | +12.3% | -16.8% | -9.9% |
| 3M | -28.1% | +11.8% | -39.9% | -32.2% |
| 6M | -53.2% | +17.5% | -70.6% | -57.3% |
| YTD | -33.3% | +14.3% | -47.6% | -39.0% |
| 1Y | -17.4% | +18.2% | -35.6% | -25.8% |
| 3Y | -14.1% | +33.2% | -47.3% | -30.3% |
| 5Y | -64.0% | +174.3% | -238.4% | -81.6% |
| All | +38.6% | +324.4% | -285.8% | -45.2% |
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