+209.9%
MET vs ACGL
+332.3%
-122.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +2.9% |
| 7D | +1.3% | -1.1% | +2.4% | +2.1% |
| 30D | +4.0% | +13.1% | -9.1% | -4.5% |
| 3M | +4.6% | +9.8% | -5.2% | -2.1% |
| 6M | +32.8% | +15.3% | +17.5% | +19.7% |
| YTD | +32.3% | +12.7% | +19.6% | +20.2% |
| 1Y | +37.1% | +20.7% | +16.4% | +18.8% |
| 3Y | +86.8% | +34.3% | +52.5% | +45.7% |
| 5Y | +87.4% | +170.6% | -83.2% | -16.7% |
| 10Y | +209.9% | +330.6% | -120.7% | -5.2% |
| All | +209.9% | +332.3% | -122.4% | -5.2% |
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