+122.9%
APH vs ACGL
+161.8%
-38.9%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | 0.0% | -47.8% | -47.8% |
| 7D | -48.7% | -0.7% | -48.0% | -48.7% |
| 30D | -51.9% | -1.0% | -50.9% | -51.9% |
| 3M | -43.6% | +11.0% | -54.6% | -44.8% |
| 6M | -37.5% | -0.3% | -37.2% | -37.8% |
| YTD | -38.6% | +2.3% | -40.9% | -39.5% |
| 1Y | -26.3% | +6.4% | -32.7% | -28.2% |
| 3Y | +89.2% | +34.0% | +55.2% | +64.9% |
| All | +122.9% | +161.8% | -38.9% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling