-65.8%
TEAM vs ACGL
+176.7%
-242.5%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -16.9% | -1.2% | -15.7% | -16.6% |
| 30D | -26.8% | +12.8% | -39.6% | -28.5% |
| 3M | -1.9% | +12.3% | -14.2% | -4.1% |
| 6M | +79.2% | +15.8% | +63.3% | +74.4% |
| YTD | -6.1% | +13.9% | -20.0% | -8.5% |
| 1Y | -2.1% | +19.0% | -21.1% | -5.5% |
| 3Y | -13.6% | +33.7% | -47.3% | -20.0% |
| 5Y | -65.8% | +173.4% | -239.2% | -80.2% |
| All | -65.8% | +176.7% | -242.5% | -80.2% |
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