+125.2%
SU vs ACGL
+34.9%
+90.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.3% |
| 7D | -10.2% | +1.3% | -11.5% | -10.4% |
| 30D | -6.2% | +14.2% | -20.4% | -7.9% |
| 3M | +8.7% | +11.1% | -2.4% | +7.1% |
| 6M | +7.2% | +16.4% | -9.1% | +5.0% |
| YTD | +55.9% | +13.8% | +42.1% | +52.6% |
| 1Y | +60.4% | +21.6% | +38.9% | +54.7% |
| 3Y | +125.2% | +33.5% | +91.6% | +116.1% |
| All | +125.2% | +34.9% | +90.3% | +116.1% |
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 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