+13.6%
AON vs ACGL
+158.6%
-145.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.2% | -1.1% |
| 7D | -3.2% | -2.9% | -0.3% | -1.9% |
| 30D | -11.9% | -2.8% | -9.1% | -10.7% |
| 3M | -2.9% | +6.8% | -9.7% | -5.5% |
| 6M | -6.8% | -1.5% | -5.3% | -6.1% |
| YTD | -10.1% | -0.2% | -9.9% | -9.9% |
| 1Y | -14.2% | +5.3% | -19.5% | -16.1% |
| 3Y | -3.3% | +30.3% | -33.5% | -14.9% |
| 5Y | +13.6% | +151.8% | -138.2% | -26.1% |
| All | +13.6% | +158.6% | -145.0% | -26.1% |
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