+7,748.6%
SPGI vs ACGL
+4,429.2%
+3,319.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.1% |
| 7D | +0.1% | -0.7% | +0.9% | +0.4% |
| 30D | +8.4% | -1.0% | +9.4% | +8.7% |
| 3M | +11.8% | +11.0% | +0.8% | +8.5% |
| 6M | +5.7% | -0.3% | +6.0% | +5.7% |
| YTD | -9.7% | +2.3% | -11.9% | -10.6% |
| 1Y | -12.5% | +6.4% | -18.8% | -14.5% |
| 3Y | +21.8% | +34.0% | -12.1% | +9.9% |
| 5Y | +8.2% | +161.6% | -153.5% | -20.8% |
| 10Y | +309.5% | +278.6% | +30.9% | +165.8% |
| All | +7,748.6% | +4,429.2% | +3,319.4% | +3,490.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling