-68.9%
S vs ACGL
+159.2%
-228.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +2.2% |
| 7D | -13.4% | +0.9% | -14.3% | -13.6% |
| 30D | -14.0% | +13.7% | -27.7% | -16.2% |
| 3M | +4.9% | +8.0% | -3.2% | +3.1% |
| 6M | +42.0% | +13.3% | +28.7% | +38.3% |
| YTD | +45.1% | +11.8% | +33.3% | +41.3% |
| 1Y | +33.1% | +22.2% | +10.8% | +27.3% |
| 3Y | +40.6% | +32.5% | +8.2% | +33.0% |
| All | -68.9% | +159.2% | -228.1% | -77.4% |
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