-3.2%
ALB vs ACGL
+21.8%
-25.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | +0.2% |
| 7D | +9.5% | -1.1% | +10.5% | +8.9% |
| 30D | -2.1% | +13.1% | -15.3% | +3.3% |
| 3M | -24.1% | +9.8% | -33.9% | -20.8% |
| 6M | -51.0% | +15.3% | -66.3% | -47.3% |
| YTD | -29.3% | +12.7% | -42.0% | -24.7% |
| All | -3.2% | +21.8% | -25.0% | -2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling