+236.1%
ALNY vs ACGL
+276.6%
-40.5%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -6.5% | -2.0% | -4.5% | -6.0% |
| 30D | +11.0% | -1.2% | +12.3% | +11.4% |
| 3M | -14.1% | +5.4% | -19.5% | -15.0% |
| 6M | -22.4% | +1.4% | -23.7% | -22.5% |
| YTD | -37.5% | +0.2% | -37.6% | -37.5% |
| 1Y | -46.9% | +4.1% | -51.0% | -47.6% |
| 3Y | +22.1% | +28.2% | -6.2% | +11.8% |
| 5Y | +31.2% | +159.5% | -128.3% | -4.3% |
| All | +236.1% | +276.6% | -40.5% | +80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling