+844.5%
APH vs ACGL
+351.1%
+493.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -12.7% | +6.4% | -19.1% | -14.6% |
| 30D | -19.2% | +16.6% | -35.8% | -23.5% |
| 3M | -16.7% | +11.6% | -28.3% | -20.1% |
| 6M | +5.1% | +17.5% | -12.3% | -2.0% |
| YTD | +6.6% | +15.3% | -8.7% | -1.0% |
| 1Y | +3.9% | +26.3% | -22.4% | -7.1% |
| 3Y | +246.0% | +35.9% | +210.1% | +188.6% |
| 5Y | +268.0% | +168.2% | +99.8% | +114.3% |
| All | +844.5% | +351.1% | +493.4% | +361.2% |
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