-33.4%
CAG vs ACGL
+31.5%
-64.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.2% | -0.8% |
| 7D | +5.8% | +0.9% | +4.9% | +5.6% |
| 30D | +16.4% | +13.7% | +2.6% | +12.1% |
| 3M | +3.8% | +8.0% | -4.2% | +1.4% |
| 6M | +10.8% | +13.3% | -2.5% | +6.9% |
| YTD | -5.8% | +11.8% | -17.7% | -9.0% |
| 1Y | -2.4% | +22.2% | -24.6% | -7.5% |
| 3Y | -33.4% | +32.5% | -65.9% | -36.9% |
| All | -33.4% | +31.5% | -64.9% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling