+2,965.0%
AON vs ACGL
+4,891.8%
-1,926.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +23.1% | +13.1% | +10.0% | +19.4% |
| 3M | -6.0% | +9.8% | -15.8% | -8.1% |
| 6M | +7.9% | +15.3% | -7.4% | +4.3% |
| YTD | -4.1% | +12.7% | -16.9% | -6.8% |
| 1Y | -2.3% | +20.7% | -23.0% | -6.6% |
| 3Y | +3.4% | +34.3% | -30.9% | -3.9% |
| 5Y | +17.1% | +170.6% | -153.5% | -8.0% |
| 10Y | +230.6% | +330.6% | -100.0% | +132.7% |
| All | +2,965.0% | +4,891.8% | -1,926.9% | +1,645.9% |
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