+883.4%
APH vs ACGL
+337.7%
+545.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.0% | +7.1% | +5.1% |
| 7D | -5.9% | +0.9% | -6.8% | -6.4% |
| 30D | -14.8% | +13.7% | -28.5% | -18.8% |
| 3M | -12.4% | +8.0% | -20.5% | -15.2% |
| 6M | +8.1% | +13.3% | -5.2% | +1.9% |
| YTD | +10.9% | +11.8% | -0.9% | +4.1% |
| 1Y | +8.8% | +22.2% | -13.5% | -1.7% |
| 3Y | +262.1% | +32.5% | +229.6% | +204.1% |
| 5Y | +283.1% | +160.2% | +122.9% | +125.3% |
| All | +883.4% | +337.7% | +545.7% | +384.7% |
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 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