+146.1%
MO vs ACGL
+332.0%
-185.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -0.8% | +1.3% | -2.0% | -1.1% |
| 30D | +6.5% | +14.2% | -7.7% | +2.4% |
| 3M | +18.3% | +11.1% | +7.3% | +14.7% |
| 6M | +15.6% | +16.4% | -0.8% | +10.6% |
| YTD | +38.8% | +13.8% | +25.0% | +33.4% |
| 1Y | +41.6% | +21.6% | +20.1% | +33.5% |
| 3Y | +138.2% | +33.5% | +104.7% | +114.5% |
| 5Y | +150.5% | +174.8% | -24.4% | +74.5% |
| 10Y | +146.1% | +330.4% | -184.3% | +60.3% |
| All | +146.1% | +332.0% | -185.9% | +60.3% |
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