+145.0%
ALL vs ACGL
+159.2%
-14.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -2.7% |
| 7D | -1.9% | +0.9% | -2.8% | -2.4% |
| 30D | +13.8% | +13.7% | +0.1% | +5.5% |
| 3M | -7.0% | +8.0% | -15.0% | -11.1% |
| 6M | +18.0% | +13.3% | +4.7% | +9.9% |
| YTD | +24.2% | +11.8% | +12.4% | +16.5% |
| 1Y | +31.2% | +22.2% | +8.9% | +17.2% |
| 3Y | +107.5% | +32.5% | +75.1% | +78.2% |
| All | +145.0% | +159.2% | -14.2% | +41.8% |
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 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