-21.9%
AS vs ACGL
+4.8%
-26.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.7% | +5.3% | +3.5% |
| 7D | -4.9% | -0.7% | -4.1% | -4.9% |
| 30D | -19.6% | -1.0% | -18.6% | -19.6% |
| 3M | -14.4% | +11.0% | -25.4% | -13.9% |
| 6M | -20.1% | -0.3% | -19.8% | -20.4% |
| YTD | -20.9% | +2.3% | -23.2% | -21.2% |
| 1Y | -21.9% | +6.4% | -28.2% | -21.8% |
| All | -21.9% | +4.8% | -26.7% | -21.8% |
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 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