+118.1%
SU vs ACGL
+29.4%
+88.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.1% |
| 7D | -1.0% | -2.9% | +2.0% | -0.7% |
| 30D | +13.7% | -2.8% | +16.5% | +14.0% |
| 3M | +8.0% | +6.8% | +1.2% | +7.1% |
| 6M | +21.0% | -1.5% | +22.5% | +21.1% |
| YTD | +56.2% | -0.2% | +56.5% | +55.8% |
| 1Y | +72.2% | +5.3% | +66.9% | +69.9% |
| 3Y | +118.1% | +30.3% | +87.8% | +121.4% |
| All | +118.1% | +29.4% | +88.7% | +121.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling