+1,209.8%
MET vs ACGL
+5,795.2%
-4,585.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.5% |
| 7D | +1.2% | -0.7% | +1.9% | +1.7% |
| 30D | +1.4% | -1.0% | +2.4% | +2.1% |
| 3M | +17.7% | +11.0% | +6.6% | +9.4% |
| 6M | +35.0% | -0.3% | +35.3% | +34.3% |
| YTD | +26.3% | +2.3% | +24.0% | +23.0% |
| 1Y | +22.8% | +6.4% | +16.4% | +16.2% |
| 3Y | +65.9% | +34.0% | +32.0% | +30.4% |
| 5Y | +85.4% | +161.6% | -76.3% | -10.4% |
| 10Y | +253.7% | +278.6% | -24.9% | +30.8% |
| All | +1,209.8% | +5,795.2% | -4,585.4% | +100.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling