+2,841.7%
AON vs ACGL
+4,429.2%
-1,587.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.8% |
| 7D | -9.1% | -0.7% | -8.3% | -8.9% |
| 30D | -10.2% | -1.0% | -9.2% | -10.0% |
| 3M | +0.5% | +11.0% | -10.6% | -2.0% |
| 6M | -4.8% | -0.3% | -4.5% | -4.7% |
| YTD | -8.0% | +2.3% | -10.3% | -8.4% |
| 1Y | -13.1% | +6.4% | -19.4% | -14.3% |
| 3Y | -1.3% | +34.0% | -35.2% | -8.3% |
| 5Y | +14.9% | +161.6% | -146.7% | -8.9% |
| 10Y | +214.9% | +278.6% | -63.7% | +128.1% |
| All | +2,841.7% | +4,429.2% | -1,587.5% | +1,615.5% |
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