+29.1%
Q vs ACGL
+25.6%
+3.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.1% | -3.0% |
| 7D | +11.5% | -1.2% | +12.7% | +10.5% |
| 30D | -0.2% | +12.8% | -13.0% | +11.1% |
| 3M | -13.6% | +12.3% | -25.9% | -3.9% |
| 6M | -27.0% | +15.8% | -42.9% | -15.0% |
| YTD | +50.5% | +13.9% | +36.6% | +72.4% |
| 1Y | +33.8% | +19.0% | +14.7% | +53.4% |
| All | +29.1% | +25.6% | +3.5% | +49.7% |
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