+7.4%
O vs ACGL
+173.3%
-165.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.8% |
| 7D | -0.4% | +2.2% | -2.5% | -0.8% |
| 30D | +7.1% | +12.3% | -5.2% | +4.5% |
| 3M | -5.2% | +11.8% | -17.0% | -7.5% |
| 6M | -1.8% | +17.5% | -19.2% | -5.1% |
| YTD | +9.1% | +14.3% | -5.2% | +5.8% |
| 1Y | +9.7% | +18.2% | -8.5% | +5.7% |
| 3Y | +39.1% | +33.2% | +6.0% | +30.5% |
| All | +7.4% | +173.3% | -165.9% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling