-33.8%
CAG vs ACGL
+270.1%
-303.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -6.6% | -2.1% | -4.5% | -6.2% |
| 30D | +2.3% | -2.2% | +4.5% | +2.8% |
| 3M | +16.3% | +6.3% | +10.0% | +14.8% |
| 6M | -16.0% | +0.5% | -16.6% | -16.2% |
| YTD | -7.7% | +0.2% | -7.9% | -7.8% |
| 1Y | -16.0% | +7.3% | -23.3% | -17.4% |
| 3Y | -37.7% | +30.8% | -68.5% | -41.6% |
| 5Y | -41.2% | +155.8% | -197.0% | -52.6% |
| 10Y | -33.8% | +276.3% | -310.1% | -51.3% |
| All | -33.8% | +270.1% | -303.9% | -51.3% |
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 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