+2,942.6%
ALL vs ACGL
+5,005.0%
-2,062.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | +4.2% | +6.4% | -2.2% | +1.7% |
| 30D | +18.9% | +16.6% | +2.3% | +12.0% |
| 3M | +1.2% | +11.6% | -10.4% | -3.0% |
| 6M | +23.2% | +17.5% | +5.8% | +15.9% |
| YTD | +30.0% | +15.3% | +14.7% | +23.3% |
| 1Y | +39.6% | +26.3% | +13.3% | +27.8% |
| 3Y | +115.2% | +35.9% | +79.3% | +91.3% |
| 5Y | +156.2% | +168.2% | -11.9% | +74.8% |
| 10Y | +398.0% | +352.0% | +46.0% | +176.4% |
| All | +2,942.6% | +5,005.0% | -2,062.3% | +957.4% |
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