+6,877.0%
SU vs ACGL
+4,429.2%
+2,447.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +3.6% | -0.7% | +4.3% | +3.8% |
| 30D | +7.9% | -1.0% | +8.9% | +8.1% |
| 3M | +3.5% | +11.0% | -7.5% | +0.1% |
| 6M | +19.0% | -0.3% | +19.3% | +18.4% |
| YTD | +55.0% | +2.3% | +52.7% | +52.7% |
| 1Y | +71.2% | +6.4% | +64.8% | +66.5% |
| 3Y | +117.4% | +34.0% | +83.5% | +94.1% |
| 5Y | +335.2% | +161.6% | +173.5% | +214.0% |
| 10Y | +248.7% | +278.6% | -29.8% | +129.1% |
| All | +6,877.0% | +4,429.2% | +2,447.8% | +3,324.9% |
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