+146.2%
B vs ACGL
+168.9%
-22.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.4% | +4.2% |
| 7D | +11.3% | -1.1% | +12.4% | +11.4% |
| 30D | +2.9% | +13.1% | -10.2% | +2.4% |
| 3M | -2.9% | +9.8% | -12.6% | -3.2% |
| 6M | -1.2% | +15.3% | -16.5% | -1.9% |
| YTD | -1.3% | +12.7% | -14.1% | -2.1% |
| 1Y | +30.4% | +20.7% | +9.7% | +28.6% |
| 3Y | +195.3% | +34.3% | +161.0% | +190.7% |
| 5Y | +146.2% | +170.6% | -24.4% | +130.8% |
| All | +146.2% | +168.9% | -22.7% | +130.8% |
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