+314.7%
A vs ACGL
+324.4%
-9.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -0.5% | +2.2% | -2.6% | -1.2% |
| 30D | 0.0% | +12.3% | -12.3% | -4.0% |
| 3M | +16.7% | +11.8% | +4.9% | +12.0% |
| 6M | +54.8% | +17.5% | +37.4% | +45.6% |
| YTD | +28.8% | +14.3% | +14.5% | +21.9% |
| 1Y | +19.3% | +18.2% | +1.2% | +11.6% |
| 3Y | +65.5% | +33.2% | +32.4% | +44.7% |
| 5Y | +12.1% | +174.3% | -162.3% | -28.6% |
| All | +314.7% | +324.4% | -9.7% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling