+1,710.7%
ALB vs ACGL
+5,005.0%
-3,294.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +5.5% | +6.4% | -0.9% | +3.2% |
| 30D | -7.5% | +16.6% | -24.1% | -12.5% |
| 3M | -16.9% | +11.6% | -28.5% | -20.3% |
| 6M | -49.2% | +17.5% | -66.7% | -52.5% |
| YTD | -29.9% | +15.3% | -45.1% | -34.4% |
| 1Y | +8.2% | +26.3% | -18.1% | -2.0% |
| 3Y | -19.4% | +35.9% | -55.3% | -30.4% |
| 5Y | -61.6% | +168.2% | -229.8% | -74.4% |
| 10Y | +34.6% | +352.0% | -317.4% | -25.1% |
| All | +1,710.7% | +5,005.0% | -3,294.3% | +525.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling