+54.5%
CI vs ACGL
+174.7%
-120.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +1.0% | +6.4% | -5.3% | -1.0% |
| 30D | +9.9% | +16.6% | -6.7% | +4.6% |
| 3M | +12.1% | +11.6% | +0.5% | +8.1% |
| 6M | +10.6% | +17.5% | -6.8% | +5.0% |
| YTD | +11.4% | +15.3% | -3.9% | +6.0% |
| 1Y | +18.8% | +26.3% | -7.5% | +9.8% |
| 3Y | +2.9% | +35.9% | -33.1% | -9.0% |
| 5Y | +54.5% | +168.2% | -113.7% | -0.4% |
| All | +54.5% | +174.7% | -120.2% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling