+83.0%
PL vs ACGL
+158.3%
-75.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -0.9% |
| 7D | -9.3% | -0.7% | -8.6% | -9.2% |
| 30D | -18.9% | -1.0% | -17.9% | -18.8% |
| 3M | -58.4% | +11.0% | -69.4% | -59.8% |
| 6M | -30.3% | -0.3% | -30.0% | -30.7% |
| YTD | -8.1% | +2.3% | -10.4% | -10.0% |
| 1Y | +180.5% | +6.4% | +174.1% | +170.9% |
| 3Y | +444.1% | +34.0% | +410.2% | +372.4% |
| 5Y | +83.0% | +161.6% | -78.6% | +17.9% |
| All | +83.0% | +158.3% | -75.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling