-39.3%
VG vs ACGL
+5.5%
-44.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.7% | -0.7% | +2.4% | +1.8% |
| 30D | +16.0% | -1.0% | +17.0% | +16.1% |
| 3M | +9.7% | +11.0% | -1.3% | +8.0% |
| 6M | +29.6% | -0.3% | +29.9% | +29.4% |
| YTD | +112.0% | +2.3% | +109.7% | +109.8% |
| 1Y | +12.8% | +6.4% | +6.4% | +10.2% |
| All | -39.3% | +5.5% | -44.9% | -40.0% |
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