+288.6%
AZO vs ACGL
+276.6%
+12.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | -3.6% | -2.0% | -1.5% | -2.9% |
| 30D | -5.6% | -1.2% | -4.3% | -5.2% |
| 3M | -6.6% | +5.4% | -12.1% | -8.5% |
| 6M | -22.5% | +1.4% | -23.9% | -23.0% |
| YTD | -15.2% | +0.2% | -15.4% | -15.5% |
| 1Y | -33.9% | +4.1% | -38.1% | -35.2% |
| 3Y | +11.8% | +28.2% | -16.4% | -0.5% |
| 5Y | +85.5% | +159.5% | -74.0% | +23.6% |
| All | +288.6% | +276.6% | +12.0% | +120.4% |
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