+899.1%
AU vs ACGL
+329.5%
+569.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +4.7% | -1.4% | +6.0% | +4.7% |
| 30D | -1.5% | +12.4% | -13.9% | -2.1% |
| 3M | -5.0% | +11.1% | -16.1% | -5.5% |
| 6M | -13.5% | +16.3% | -29.9% | -14.2% |
| YTD | +11.7% | +13.8% | -2.1% | +10.9% |
| 1Y | +21.3% | +20.4% | +0.9% | +20.0% |
| 3Y | +545.0% | +33.6% | +511.4% | +535.8% |
| 5Y | +412.0% | +176.8% | +235.1% | +384.3% |
| 10Y | +899.1% | +324.6% | +574.5% | +1,055.4% |
| All | +899.1% | +329.5% | +569.6% | +1,055.4% |
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