-13.4%
AON vs ACGL
+5.3%
-18.7%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -0.6% |
| 7D | -3.2% | -2.9% | -0.3% | -1.2% |
| 30D | -11.9% | -2.8% | -9.1% | -10.1% |
| 3M | -2.9% | +6.8% | -9.7% | -6.3% |
| 6M | -6.8% | -1.5% | -5.3% | -5.8% |
| YTD | -10.1% | -0.2% | -9.9% | -9.3% |
| All | -13.4% | +5.3% | -18.7% | -15.8% |
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 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