+131.9%
AS vs ACGL
+40.7%
+91.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.5% | -2.5% |
| 7D | -3.0% | -1.4% | -1.7% | -2.8% |
| 30D | +9.6% | +12.4% | -2.8% | +7.9% |
| 3M | -8.2% | +11.1% | -19.3% | -9.5% |
| 6M | -9.9% | +16.3% | -26.3% | -11.9% |
| YTD | -16.8% | +13.8% | -30.6% | -18.6% |
| 1Y | +3.0% | +20.4% | -17.4% | -0.3% |
| All | +131.9% | +40.7% | +91.2% | +115.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling