+788.4%
AU vs ACGL
+3,651.5%
-2,863.1%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | -3.6% | -0.7% | -2.9% | -3.5% |
| 30D | +23.9% | -1.0% | +24.9% | +24.0% |
| 3M | +19.1% | +11.0% | +8.0% | +17.1% |
| 6M | -0.2% | -0.3% | +0.2% | -0.4% |
| YTD | +32.5% | +2.3% | +30.2% | +31.5% |
| 1Y | +96.9% | +6.4% | +90.6% | +94.3% |
| 3Y | +614.7% | +34.0% | +580.8% | +576.9% |
| 5Y | +647.7% | +161.6% | +486.1% | +535.3% |
| 10Y | +679.2% | +278.6% | +400.6% | +499.5% |
| All | +788.4% | +3,651.5% | -2,863.1% | +391.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling