+16.7%
U vs ACGL
+22.9%
-6.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.1% | -1.6% |
| 7D | +24.4% | +1.3% | +23.1% | +25.2% |
| 30D | +7.4% | +14.2% | -6.8% | +15.7% |
| 3M | +16.8% | +11.1% | +5.7% | +23.8% |
| 6M | +78.8% | +16.4% | +62.4% | +97.8% |
| YTD | +14.0% | +13.8% | +0.2% | +20.1% |
| 1Y | +16.7% | +21.6% | -4.8% | +41.9% |
| All | +16.7% | +22.9% | -6.2% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling