+37.0%
SOLS vs ACGL
+25.8%
+11.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.4% |
| 7D | +14.0% | +2.2% | +11.8% | +15.0% |
| 30D | +10.0% | +12.3% | -2.3% | +14.5% |
| 3M | +5.8% | +11.8% | -6.0% | +10.2% |
| 6M | -25.2% | +17.5% | -42.6% | -21.6% |
| YTD | +36.5% | +14.3% | +22.3% | +45.0% |
| 1Y | +45.0% | +18.2% | +26.9% | +50.3% |
| All | +37.0% | +25.8% | +11.2% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling