+338.6%
SPGI vs ACGL
+329.5%
+9.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | -1.4% | -1.4% | 0.0% | -0.8% |
| 30D | +15.3% | +12.4% | +2.9% | +9.9% |
| 3M | +16.5% | +11.1% | +5.4% | +11.6% |
| 6M | +19.8% | +16.3% | +3.5% | +12.5% |
| YTD | -3.2% | +13.8% | -17.1% | -8.8% |
| 1Y | +1.8% | +20.4% | -18.6% | -6.3% |
| 3Y | +30.6% | +33.6% | -3.0% | +12.5% |
| 5Y | +16.0% | +176.8% | -160.8% | -30.4% |
| 10Y | +338.6% | +324.6% | +14.0% | +119.5% |
| All | +338.6% | +329.5% | +9.1% | +119.5% |
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