+622.3%
MSCI vs ACGL
+276.1%
+346.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.4% |
| 7D | +0.4% | -0.7% | +1.1% | +0.7% |
| 30D | +0.6% | -1.0% | +1.6% | +1.0% |
| 3M | -7.1% | +11.0% | -18.1% | -11.0% |
| 6M | +0.8% | -0.3% | +1.2% | +0.6% |
| YTD | +1.0% | +2.3% | -1.3% | -0.6% |
| 1Y | +4.3% | +6.4% | -2.1% | +0.8% |
| 3Y | +9.9% | +34.0% | -24.0% | -6.5% |
| 5Y | -6.8% | +161.6% | -168.4% | -42.9% |
| All | +622.3% | +276.1% | +346.3% | +248.2% |
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