+717.6%
AU vs ACGL
+270.1%
+447.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.6% |
| 7D | +0.6% | -2.1% | +2.8% | +0.7% |
| 30D | +12.3% | -2.2% | +14.5% | +12.4% |
| 3M | +29.4% | +6.3% | +23.0% | +28.8% |
| 6M | +3.2% | +0.5% | +2.7% | +3.1% |
| YTD | +31.8% | +0.2% | +31.6% | +31.6% |
| 1Y | +83.4% | +7.3% | +76.1% | +82.4% |
| 3Y | +623.1% | +30.8% | +592.3% | +613.0% |
| 5Y | +700.5% | +155.8% | +544.7% | +662.6% |
| 10Y | +717.6% | +276.3% | +441.2% | +754.2% |
| All | +717.6% | +270.1% | +447.4% | +754.2% |
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