+12.4%
APH vs ACGL
+19.0%
-6.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +2.7% | -8.8% | -3.6% |
| 7D | -2.4% | +8.0% | -10.4% | +4.9% |
| 30D | -9.5% | +17.3% | -26.8% | +5.1% |
| 3M | -7.6% | +11.2% | -18.8% | +2.5% |
| 6M | +12.4% | +18.2% | -5.8% | +33.5% |
| All | +12.4% | +19.0% | -6.6% | +33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling