+46.3%
LYB vs ACGL
+276.6%
-230.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | -2.0% | +2.3% | +1.4% |
| 30D | +2.5% | -1.2% | +3.7% | +3.0% |
| 3M | +1.4% | +5.4% | -4.1% | -2.3% |
| 6M | -3.5% | +1.4% | -4.8% | -5.6% |
| YTD | +52.0% | +0.2% | +51.8% | +48.9% |
| 1Y | +22.1% | +4.1% | +17.9% | +16.6% |
| 3Y | -22.8% | +28.2% | -51.0% | -38.4% |
| 5Y | -3.4% | +159.5% | -162.9% | -55.3% |
| All | +46.3% | +276.6% | -230.3% | -41.6% |
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