-34.2%
CAG vs ACGL
+332.0%
-366.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +6.6% | +1.3% | +5.4% | +6.4% |
| 30D | +13.9% | +14.2% | -0.3% | +10.7% |
| 3M | +4.0% | +11.1% | -7.0% | +1.7% |
| 6M | +10.0% | +16.4% | -6.4% | +6.4% |
| YTD | -6.1% | +13.8% | -19.9% | -8.8% |
| 1Y | -4.3% | +21.6% | -25.9% | -8.3% |
| 3Y | -34.6% | +33.5% | -68.1% | -39.0% |
| 5Y | -39.4% | +174.8% | -214.3% | -52.0% |
| 10Y | -34.2% | +330.4% | -364.5% | -51.5% |
| All | -34.2% | +332.0% | -366.2% | -51.5% |
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 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