+70.5%
AZO vs ACGL
+173.3%
-102.8%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | +1.3% | +2.2% | -0.8% | +0.6% |
| 30D | +12.0% | +12.3% | -0.4% | +7.8% |
| 3M | +7.2% | +11.8% | -4.6% | +3.4% |
| 6M | -3.2% | +17.5% | -20.6% | -8.2% |
| YTD | -3.9% | +14.3% | -18.2% | -8.2% |
| 1Y | -14.7% | +18.2% | -32.8% | -19.3% |
| 3Y | +20.4% | +33.2% | -12.7% | +7.3% |
| All | +70.5% | +173.3% | -102.8% | +8.3% |
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