+99.5%
U vs ACGL
+31.5%
+68.0%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +5.2% |
| 7D | +36.6% | +0.9% | +35.7% | +36.7% |
| 30D | +13.3% | +13.7% | -0.4% | +14.7% |
| 3M | +26.2% | +8.0% | +18.1% | +27.1% |
| 6M | +88.7% | +13.3% | +75.5% | +91.2% |
| YTD | +16.6% | +11.8% | +4.7% | +17.6% |
| 1Y | +29.0% | +22.2% | +6.7% | +29.4% |
| 3Y | +99.5% | +32.5% | +67.0% | +130.2% |
| All | +99.5% | +31.5% | +68.0% | +130.2% |
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 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