+40.8%
ALB vs ACGL
+332.3%
-291.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.5% |
| 7D | +9.5% | -1.1% | +10.5% | +10.0% |
| 30D | -2.1% | +13.1% | -15.3% | -8.0% |
| 3M | -24.1% | +9.8% | -33.9% | -27.8% |
| 6M | -51.0% | +15.3% | -66.3% | -54.9% |
| YTD | -29.3% | +12.7% | -42.0% | -34.9% |
| 1Y | +3.2% | +20.7% | -17.5% | -8.3% |
| 3Y | -9.3% | +34.3% | -43.6% | -26.9% |
| 5Y | -61.6% | +170.6% | -232.2% | -80.3% |
| 10Y | +40.8% | +330.6% | -289.8% | -42.5% |
| All | +40.8% | +332.3% | -291.5% | -42.5% |
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