+1,059.7%
APH vs ACGL
+276.1%
+783.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.5% |
| 7D | +5.0% | -0.7% | +5.7% | +5.2% |
| 30D | -3.9% | -1.0% | -2.9% | -3.6% |
| 3M | +13.0% | +11.0% | +1.9% | +7.7% |
| 6M | +25.2% | -0.3% | +25.5% | +23.8% |
| YTD | +22.9% | +2.3% | +20.7% | +19.5% |
| 1Y | +47.8% | +6.4% | +41.5% | +40.8% |
| 3Y | +283.0% | +34.0% | +249.1% | +216.9% |
| 5Y | +349.7% | +161.6% | +188.0% | +161.7% |
| All | +1,059.7% | +276.1% | +783.7% | +484.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling