+618.4%
AU vs ACGL
+29.4%
+589.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.1% |
| 7D | -0.3% | -2.9% | +2.7% | -0.2% |
| 30D | +12.8% | -2.8% | +15.6% | +12.9% |
| 3M | +28.5% | +6.8% | +21.7% | +27.8% |
| 6M | +4.8% | -1.5% | +6.4% | +4.8% |
| YTD | +31.0% | -0.2% | +31.2% | +30.7% |
| 1Y | +81.4% | +5.3% | +76.1% | +80.2% |
| 3Y | +618.4% | +30.3% | +588.2% | +607.0% |
| All | +618.4% | +29.4% | +589.1% | +607.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling