+14.5%
NET vs ACGL
+28.7%
-14.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.7% | -5.3% | -1.5% |
| 7D | -16.4% | +8.0% | -24.3% | -13.7% |
| 30D | -25.8% | +17.3% | -43.1% | -21.7% |
| 3M | -11.5% | +11.2% | -22.7% | -7.9% |
| 6M | +18.9% | +18.2% | +0.7% | +26.9% |
| YTD | +35.2% | +15.4% | +19.8% | +45.7% |
| 1Y | +14.5% | +26.5% | -12.1% | +27.0% |
| All | +14.5% | +28.7% | -14.3% | +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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling