+84.2%
MET vs ACGL
+176.7%
-92.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | +2.1% | -1.2% | +3.3% | +2.8% |
| 30D | +1.8% | +12.8% | -11.0% | -4.6% |
| 3M | +6.0% | +12.3% | -6.3% | -0.4% |
| 6M | +31.1% | +15.8% | +15.3% | +20.8% |
| YTD | +32.6% | +13.9% | +18.7% | +22.5% |
| 1Y | +30.5% | +19.0% | +11.4% | +17.6% |
| 3Y | +83.6% | +33.7% | +49.9% | +53.4% |
| 5Y | +84.2% | +173.4% | -89.2% | -6.9% |
| All | +84.2% | +176.7% | -92.5% | -6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling