+274.0%
ACGL vs CAPR
-75.6%
+349.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -0.7% | -2.0% | +1.2% | -0.7% |
| 30D | -1.0% | +139.2% | -140.2% | -1.7% |
| 3M | +11.0% | -66.4% | +77.4% | +11.3% |
| 6M | -0.3% | -63.1% | +62.8% | -0.2% |
| YTD | +2.3% | -67.4% | +69.7% | +2.4% |
| 1Y | +6.4% | +58.2% | -51.9% | +3.9% |
| 3Y | +34.0% | +42.2% | -8.2% | +29.1% |
| 5Y | +161.6% | +87.3% | +74.4% | +149.8% |
| All | +274.0% | -75.6% | +349.6% | +243.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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