+44.6%
AU vs ACGL
+28.7%
+15.9%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.7% | +5.3% | +8.3% |
| 7D | +0.8% | +8.0% | -7.2% | +1.9% |
| 30D | -7.0% | +17.3% | -24.2% | -4.9% |
| 3M | +8.5% | +11.2% | -2.7% | +10.4% |
| 6M | -1.3% | +18.2% | -19.5% | +1.2% |
| YTD | +6.8% | +15.4% | -8.6% | +8.3% |
| 1Y | +44.6% | +26.5% | +18.1% | +33.8% |
| All | +44.6% | +28.7% | +15.9% | +33.8% |
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