-83.7%
FIG vs ACGL
+25.7%
-109.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.0% | +5.0% | +3.6% |
| 7D | -13.1% | +0.9% | -14.0% | -13.5% |
| 30D | -13.0% | +13.7% | -26.7% | -18.9% |
| 3M | -21.5% | +8.0% | -29.6% | -25.0% |
| 6M | -2.5% | +13.3% | -15.8% | -7.3% |
| YTD | -49.7% | +11.8% | -61.5% | -52.5% |
| 1Y | -59.1% | +22.2% | -81.3% | -62.0% |
| All | -83.7% | +25.7% | -109.4% | -84.9% |
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