-69.4%
U vs ACGL
+161.8%
-231.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.7% |
| 7D | -3.8% | -0.7% | -3.1% | -3.7% |
| 30D | +17.5% | -1.0% | +18.5% | +17.6% |
| 3M | +38.7% | +11.0% | +27.7% | +36.2% |
| 6M | +104.4% | -0.3% | +104.7% | +104.0% |
| YTD | -5.7% | +2.3% | -8.0% | -6.8% |
| 1Y | +3.7% | +6.4% | -2.7% | +1.2% |
| 3Y | +12.3% | +34.0% | -21.6% | -0.1% |
| All | -69.4% | +161.8% | -231.2% | -81.3% |
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