+308.3%
SPGI vs ACGL
+276.1%
+32.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.9% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | +8.4% | -1.0% | +9.4% | +8.9% |
| 3M | +11.8% | +11.0% | +0.8% | +7.1% |
| 6M | +5.7% | -0.3% | +6.0% | +5.6% |
| YTD | -9.7% | +2.3% | -11.9% | -11.0% |
| 1Y | -12.5% | +6.4% | -18.8% | -15.4% |
| 3Y | +21.8% | +34.0% | -12.1% | +4.1% |
| 5Y | +8.2% | +161.6% | -153.5% | -33.9% |
| All | +308.3% | +276.1% | +32.3% | +114.5% |
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 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