+26.8%
PL vs ACGL
+182.5%
-155.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -3.0% | +13.4% | +10.8% |
| 7D | -6.8% | +0.9% | -7.7% | -7.1% |
| 30D | -29.3% | +13.7% | -43.0% | -31.2% |
| 3M | -44.8% | +8.0% | -52.8% | -45.8% |
| 6M | -68.4% | +13.3% | -81.7% | -69.5% |
| YTD | -36.4% | +11.8% | -48.2% | -38.9% |
| 1Y | +0.7% | +22.2% | -21.5% | -6.2% |
| 3Y | +455.3% | +32.5% | +422.8% | +397.2% |
| 5Y | +22.7% | +160.2% | -137.5% | -22.4% |
| All | +26.8% | +182.5% | -155.7% | -20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling