+12.4%
SPGI vs ACGL
+168.9%
-156.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -0.9% | -1.1% | +0.2% | -0.5% |
| 30D | +15.5% | +13.1% | +2.4% | +11.1% |
| 3M | +15.7% | +9.8% | +5.9% | +12.3% |
| 6M | +19.1% | +15.3% | +3.8% | +13.8% |
| YTD | -4.1% | +12.7% | -16.8% | -8.0% |
| 1Y | +1.2% | +20.7% | -19.5% | -5.0% |
| 3Y | +31.6% | +34.3% | -2.7% | +18.1% |
| 5Y | +12.4% | +170.6% | -158.1% | -25.3% |
| All | +12.4% | +168.9% | -156.4% | -25.3% |
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