-83.2%
FIG vs ACGL
+26.7%
-109.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.4% | +2.7% |
| 7D | -12.6% | -1.1% | -11.5% | -12.1% |
| 30D | -13.8% | +13.1% | -26.9% | -19.4% |
| 3M | -16.7% | +9.8% | -26.5% | -21.1% |
| 6M | -6.1% | +15.3% | -21.4% | -11.3% |
| YTD | -48.1% | +12.7% | -60.8% | -51.2% |
| 1Y | -56.2% | +20.7% | -76.9% | -59.3% |
| All | -83.2% | +26.7% | -109.9% | -84.5% |
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