+103.0%
MO vs ACGL
+263.8%
-160.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.3% |
| 7D | -2.0% | -2.9% | +0.9% | -1.2% |
| 30D | -0.3% | -2.8% | +2.5% | +0.6% |
| 3M | -2.9% | +6.8% | -9.8% | -4.6% |
| 6M | +5.8% | -1.5% | +7.3% | +6.2% |
| YTD | +22.0% | -0.2% | +22.2% | +21.9% |
| 1Y | +10.7% | +5.3% | +5.4% | +8.7% |
| 3Y | +94.4% | +30.3% | +64.1% | +75.6% |
| 5Y | +97.2% | +151.8% | -54.6% | +40.5% |
| 10Y | +103.0% | +266.9% | -163.9% | +27.0% |
| All | +103.0% | +263.8% | -160.8% | +27.0% |
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