-14.2%
PL vs ACGL
+26.1%
-40.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.2% |
| 7D | -20.5% | +6.4% | -26.9% | -15.4% |
| 30D | -38.8% | +16.6% | -55.4% | -29.0% |
| 3M | -49.1% | +11.6% | -60.7% | -42.9% |
| 6M | -69.4% | +17.5% | -86.8% | -62.3% |
| YTD | -42.3% | +15.3% | -57.6% | -28.9% |
| 1Y | -14.2% | +26.3% | -40.5% | +3.8% |
| All | -14.2% | +26.1% | -40.3% | +3.8% |
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