+224.0%
C vs ACGL
+4,429.2%
-4,205.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.5% |
| 7D | +3.6% | -0.7% | +4.4% | +4.0% |
| 30D | +0.1% | -1.0% | +1.1% | +0.5% |
| 3M | +2.4% | +11.0% | -8.6% | -3.1% |
| 6M | +24.9% | -0.3% | +25.3% | +24.1% |
| YTD | +19.8% | +2.3% | +17.5% | +17.1% |
| 1Y | +44.9% | +6.4% | +38.5% | +38.5% |
| 3Y | +263.0% | +34.0% | +229.0% | +202.2% |
| 5Y | +129.5% | +161.6% | -32.1% | +35.0% |
| 10Y | +291.6% | +278.6% | +13.0% | +98.7% |
| All | +224.0% | +4,429.2% | -4,205.2% | -0.2% |
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