+25.8%
ON vs ACGL
+176.7%
-150.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +17.0% | -1.2% | +18.2% | +17.2% |
| 30D | -3.9% | +12.8% | -16.7% | -5.9% |
| 3M | -11.5% | +12.3% | -23.8% | -13.4% |
| 6M | -29.2% | +15.8% | -45.0% | -31.9% |
| YTD | +36.2% | +13.9% | +22.3% | +31.2% |
| 1Y | +49.6% | +19.0% | +30.6% | +42.1% |
| 3Y | +9.4% | +33.7% | -24.2% | -3.9% |
| 5Y | +25.8% | +173.4% | -147.6% | -35.5% |
| All | +25.8% | +176.7% | -150.9% | -35.5% |
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