-0.4%
PL vs ACGL
+28.7%
-29.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.0% | -3.8% |
| 7D | -11.7% | +8.0% | -19.7% | -4.7% |
| 30D | -27.1% | +17.3% | -44.4% | -15.1% |
| 3M | -44.6% | +11.2% | -55.8% | -37.9% |
| 6M | -67.2% | +18.2% | -85.4% | -59.4% |
| YTD | -35.9% | +15.4% | -51.2% | -20.8% |
| 1Y | -0.4% | +26.5% | -26.9% | +19.0% |
| All | -0.4% | +28.7% | -29.1% | +19.0% |
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