+14.7%
D vs ACGL
+20.5%
-5.8%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | +8.4% | +12.8% | -4.4% | +5.8% |
| 3M | +0.2% | +12.3% | -12.1% | -2.1% |
| 6M | +9.5% | +15.8% | -6.4% | +6.1% |
| YTD | +18.8% | +13.9% | +4.9% | +15.6% |
| 1Y | +14.7% | +19.0% | -4.3% | +9.2% |
| All | +14.7% | +20.5% | -5.8% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling