+2,970.2%
AON vs ACGL
+4,938.9%
-1,968.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +1.9% | +1.3% | +0.6% | +1.6% |
| 30D | +23.3% | +14.2% | +9.1% | +19.4% |
| 3M | -5.5% | +11.1% | -16.6% | -7.9% |
| 6M | +8.0% | +16.4% | -8.3% | +4.2% |
| YTD | -4.0% | +13.8% | -17.8% | -6.9% |
| 1Y | -1.7% | +21.6% | -23.3% | -6.2% |
| 3Y | +2.9% | +33.5% | -30.6% | -4.3% |
| 5Y | +17.2% | +174.8% | -157.6% | -8.2% |
| 10Y | +225.8% | +330.4% | -104.6% | +129.2% |
| All | +2,970.2% | +4,938.9% | -1,968.8% | +1,644.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling