+145.0%
CI vs ACGL
+276.1%
-131.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -0.5% |
| 7D | +1.3% | -0.7% | +2.1% | +1.6% |
| 30D | +4.4% | -1.0% | +5.4% | +4.9% |
| 3M | +0.7% | +11.0% | -10.4% | -3.9% |
| 6M | +0.3% | -0.3% | +0.7% | +0.1% |
| YTD | +3.8% | +2.3% | +1.5% | +2.1% |
| 1Y | -5.5% | +6.4% | -11.9% | -8.8% |
| 3Y | +8.1% | +34.0% | -25.9% | -9.1% |
| 5Y | +42.8% | +161.6% | -118.8% | -16.5% |
| All | +145.0% | +276.1% | -131.0% | +24.0% |
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