+220.2%
MET vs ACGL
+337.7%
-117.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | +0.5% |
| 7D | -1.2% | +0.9% | -2.0% | -1.8% |
| 30D | +3.2% | +13.7% | -10.5% | -5.6% |
| 3M | -1.1% | +8.0% | -9.1% | -6.4% |
| 6M | +25.0% | +13.3% | +11.7% | +14.1% |
| YTD | +27.9% | +11.8% | +16.0% | +16.8% |
| 1Y | +32.9% | +22.2% | +10.6% | +14.0% |
| 3Y | +78.8% | +32.5% | +46.3% | +40.7% |
| 5Y | +79.6% | +160.2% | -80.6% | -17.8% |
| All | +220.2% | +337.7% | -117.5% | -5.6% |
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