-1.7%
AON vs ACGL
+22.9%
-24.7%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.6% |
| 7D | +1.9% | +1.3% | +0.6% | +0.9% |
| 30D | +23.3% | +14.2% | +9.1% | +11.7% |
| 3M | -5.5% | +11.1% | -16.6% | -12.7% |
| 6M | +8.0% | +16.4% | -8.3% | -3.2% |
| YTD | -4.0% | +13.8% | -17.8% | -11.7% |
| 1Y | -1.7% | +21.6% | -23.3% | -14.2% |
| All | -1.7% | +22.9% | -24.7% | -14.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling