+500.4%
AU vs ACGL
+168.9%
+331.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.8% | +6.1% | +6.8% |
| 7D | +20.8% | -1.1% | +21.9% | +20.9% |
| 30D | +5.5% | +13.1% | -7.6% | +4.7% |
| 3M | +3.9% | +9.8% | -5.9% | +3.3% |
| 6M | -5.4% | +15.3% | -20.7% | -6.5% |
| YTD | +20.7% | +12.7% | +8.0% | +19.3% |
| 1Y | +49.8% | +20.7% | +29.1% | +47.1% |
| 3Y | +565.6% | +34.3% | +531.4% | +552.4% |
| 5Y | +500.4% | +170.6% | +329.8% | +438.4% |
| All | +500.4% | +168.9% | +331.5% | +438.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling