+199.7%
MET vs ACGL
+329.5%
-129.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | 0.0% | -1.4% | +1.4% | +1.0% |
| 30D | +3.4% | +12.4% | -9.0% | -4.7% |
| 3M | +7.0% | +11.1% | -4.1% | -0.6% |
| 6M | +34.6% | +16.3% | +18.3% | +20.6% |
| YTD | +34.0% | +13.8% | +20.1% | +20.9% |
| 1Y | +35.9% | +20.4% | +15.5% | +18.0% |
| 3Y | +85.5% | +33.6% | +51.9% | +45.3% |
| 5Y | +87.8% | +176.8% | -89.1% | -17.8% |
| 10Y | +199.7% | +324.6% | -124.9% | -1.5% |
| All | +199.7% | +329.5% | -129.8% | -1.5% |
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