+52.4%
GEV vs ACGL
+28.7%
+23.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.7% | -12.0% | -7.5% |
| 7D | -5.1% | +8.0% | -13.1% | -0.1% |
| 30D | -15.8% | +17.3% | -33.1% | -6.9% |
| 3M | -18.2% | +11.2% | -29.4% | -12.0% |
| 6M | -22.4% | +18.2% | -40.6% | -12.9% |
| YTD | +27.7% | +15.4% | +12.4% | +44.3% |
| 1Y | +52.4% | +26.5% | +25.8% | +87.3% |
| All | +52.4% | +28.7% | +23.6% | +87.3% |
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