+281.3%
P vs ACGL
+161.8%
+119.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.5% |
| 7D | +6.5% | -0.7% | +7.3% | +6.6% |
| 30D | +18.8% | -1.0% | +19.8% | +18.9% |
| 3M | +26.7% | +11.0% | +15.7% | +25.0% |
| 6M | +62.2% | -0.3% | +62.5% | +62.1% |
| YTD | +48.5% | +2.3% | +46.2% | +47.4% |
| 1Y | +26.4% | +6.4% | +20.0% | +24.2% |
| 3Y | +159.4% | +34.0% | +125.4% | +131.1% |
| All | +281.3% | +161.8% | +119.5% | +143.2% |
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