+2,216.6%
ALB vs ACGL
+4,429.2%
-2,212.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -8.1% | -0.7% | -7.3% | -7.8% |
| 30D | +6.3% | -1.0% | +7.3% | +6.6% |
| 3M | -23.6% | +11.0% | -34.6% | -26.8% |
| 6M | -24.6% | -0.3% | -24.3% | -25.2% |
| YTD | -10.3% | +2.3% | -12.5% | -12.2% |
| 1Y | +61.5% | +6.4% | +55.1% | +55.5% |
| 3Y | -34.0% | +34.0% | -67.9% | -42.7% |
| 5Y | -44.6% | +161.6% | -206.2% | -62.6% |
| 10Y | +76.1% | +278.6% | -202.5% | +4.1% |
| All | +2,216.6% | +4,429.2% | -2,212.6% | +737.3% |
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