+168.2%
ACGL vs CAPR
+126.3%
+41.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | -0.1% |
| 7D | +6.4% | +29.7% | -23.3% | +6.3% |
| 30D | +16.6% | +11.0% | +5.6% | +16.6% |
| 3M | +11.6% | +118.8% | -107.2% | +11.3% |
| 6M | +17.5% | -73.9% | +91.4% | +17.5% |
| YTD | +15.3% | -70.2% | +85.5% | +15.3% |
| 1Y | +26.3% | +38.3% | -12.0% | +25.2% |
| 3Y | +35.9% | +199.7% | -163.7% | +31.2% |
| 5Y | +168.2% | +130.6% | +37.6% | +151.7% |
| All | +168.2% | +126.3% | +41.9% | +151.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling