+21.3%
AR vs ACGL
+4.8%
+16.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.8% |
| 7D | +2.5% | -0.7% | +3.2% | +2.5% |
| 30D | +14.8% | -1.0% | +15.8% | +14.8% |
| 3M | +6.2% | +11.0% | -4.8% | +7.4% |
| 6M | +4.3% | -0.3% | +4.6% | +4.9% |
| YTD | +14.4% | +2.3% | +12.1% | +14.5% |
| 1Y | +21.3% | +6.4% | +15.0% | +20.9% |
| All | +21.3% | +4.8% | +16.5% | +20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling