+44,099.4%
APH vs ACGL
+5,005.0%
+39,094.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -0.1% | -9.2% | -9.3% |
| 7D | -12.7% | +6.4% | -19.1% | -14.2% |
| 30D | -19.2% | +16.6% | -35.8% | -22.6% |
| 3M | -16.7% | +11.6% | -28.3% | -19.4% |
| 6M | +5.1% | +17.5% | -12.3% | -0.3% |
| YTD | +6.6% | +15.3% | -8.7% | +0.9% |
| 1Y | +3.9% | +26.3% | -22.4% | -4.2% |
| 3Y | +246.0% | +35.9% | +210.1% | +206.4% |
| 5Y | +268.0% | +168.2% | +99.8% | +164.8% |
| 10Y | +868.2% | +352.0% | +516.2% | +498.0% |
| All | +44,099.4% | +5,005.0% | +39,094.4% | +19,889.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling