-39.1%
CAG vs ACGL
+322.9%
-362.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | +7.4% | +12.8% | -5.4% | +4.7% |
| 3M | -1.6% | +12.3% | -13.9% | -4.1% |
| 6M | +6.3% | +15.8% | -9.5% | +3.0% |
| YTD | -10.1% | +13.9% | -24.0% | -12.7% |
| 1Y | -10.2% | +19.0% | -29.3% | -13.6% |
| 3Y | -37.3% | +33.7% | -71.0% | -41.5% |
| 5Y | -41.6% | +173.4% | -215.0% | -53.6% |
| All | -39.1% | +322.9% | -362.0% | -55.2% |
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 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