+3.9%
P vs ACGL
+22.6%
-18.6%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +0.5% |
| 7D | -23.8% | +0.9% | -24.7% | -22.7% |
| 30D | -36.6% | +13.7% | -50.4% | -28.0% |
| 3M | +10.9% | +8.0% | +2.8% | +21.0% |
| 6M | +30.0% | +13.3% | +16.7% | +51.8% |
| YTD | +44.4% | +11.8% | +32.5% | +70.2% |
| 1Y | +3.9% | +22.2% | -18.3% | +33.4% |
| All | +3.9% | +22.6% | -18.6% | +33.4% |
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