-43.9%
ALB vs ACGL
+161.8%
-205.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.9% |
| 7D | -8.1% | -0.7% | -7.3% | -7.9% |
| 30D | +6.3% | -1.0% | +7.3% | +6.6% |
| 3M | -23.6% | +11.0% | -34.6% | -26.5% |
| 6M | -24.6% | -0.3% | -24.3% | -25.1% |
| YTD | -10.3% | +2.3% | -12.5% | -12.1% |
| 1Y | +61.5% | +6.4% | +55.1% | +55.4% |
| 3Y | -34.0% | +34.0% | -67.9% | -44.6% |
| All | -43.9% | +161.8% | -205.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling