+33.8%
SOLS vs ACGL
+9.9%
+23.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.6% |
| 7D | +4.5% | -2.9% | +7.5% | +3.8% |
| 30D | +6.0% | -2.8% | +8.8% | +5.3% |
| 3M | -19.7% | +6.8% | -26.5% | -20.1% |
| 6M | -10.4% | -1.5% | -8.8% | -9.9% |
| YTD | +33.3% | -0.2% | +33.5% | +35.1% |
| All | +33.8% | +9.9% | +23.9% | +24.4% |
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