-74.5%
U vs ACGL
+176.7%
-251.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +2.8% | -1.2% | +4.0% | +3.0% |
| 30D | +7.6% | +12.8% | -5.2% | +5.7% |
| 3M | +12.7% | +12.3% | +0.4% | +10.8% |
| 6M | +87.0% | +15.8% | +71.1% | +82.4% |
| YTD | +13.6% | +13.9% | -0.3% | +10.4% |
| 1Y | +25.3% | +19.0% | +6.3% | +20.5% |
| 3Y | +85.8% | +33.7% | +52.1% | +70.7% |
| 5Y | -74.5% | +173.4% | -247.9% | -83.7% |
| All | -74.5% | +176.7% | -251.2% | -83.7% |
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