+11.1%
PL vs ACGL
+174.7%
-163.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -0.1% | -10.0% | -10.1% |
| 7D | -20.5% | +6.4% | -26.9% | -21.5% |
| 30D | -38.8% | +16.6% | -55.4% | -40.8% |
| 3M | -49.1% | +11.6% | -60.7% | -50.4% |
| 6M | -69.4% | +17.5% | -86.8% | -70.7% |
| YTD | -42.3% | +15.3% | -57.6% | -45.1% |
| 1Y | -14.2% | +26.3% | -40.5% | -21.0% |
| 3Y | +398.7% | +35.9% | +362.8% | +339.4% |
| 5Y | +11.1% | +168.2% | -157.0% | -39.3% |
| All | +11.1% | +174.7% | -163.6% | -39.3% |
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