+16.8%
AON vs ACGL
+173.3%
-156.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.1% | +1.3% |
| 7D | +1.0% | +2.2% | -1.1% | 0.0% |
| 30D | +23.2% | +12.3% | +10.9% | +16.6% |
| 3M | -5.0% | +11.8% | -16.8% | -9.9% |
| 6M | +9.3% | +17.5% | -8.1% | +1.5% |
| YTD | -3.4% | +14.3% | -17.7% | -9.2% |
| 1Y | -2.9% | +18.2% | -21.0% | -10.0% |
| 3Y | +3.6% | +33.2% | -29.5% | -10.2% |
| All | +16.8% | +173.3% | -156.4% | -29.4% |
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 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