-57.4%
FIG vs ACGL
+21.3%
-78.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -14.3% | -1.4% | -12.9% | -13.6% |
| 30D | -13.6% | +12.4% | -26.0% | -20.0% |
| 3M | -23.7% | +11.1% | -34.8% | -29.0% |
| 6M | -5.4% | +16.3% | -21.7% | -12.0% |
| YTD | -49.2% | +13.8% | -63.1% | -53.6% |
| 1Y | -57.4% | +20.4% | -77.8% | -60.1% |
| All | -57.4% | +21.3% | -78.7% | -60.1% |
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