+2,417.1%
MSCI vs ACGL
+1,234.6%
+1,182.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.6% |
| 7D | +0.4% | -0.7% | +1.1% | +0.8% |
| 30D | +0.6% | -1.0% | +1.6% | +1.1% |
| 3M | -7.1% | +11.0% | -18.1% | -12.3% |
| 6M | +0.8% | -0.3% | +1.2% | +0.5% |
| YTD | +1.0% | +2.3% | -1.3% | -1.2% |
| 1Y | +4.3% | +6.4% | -2.1% | -0.4% |
| 3Y | +9.9% | +34.0% | -24.0% | -11.2% |
| 5Y | -6.8% | +161.6% | -168.4% | -50.6% |
| 10Y | +614.7% | +278.6% | +336.1% | +165.8% |
| All | +2,417.1% | +1,234.6% | +1,182.5% | +261.7% |
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