+331.1%
ACGL vs CHD
+182.8%
+148.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.4% |
| 7D | +0.9% | +2.0% | -1.1% | +0.3% |
| 30D | +13.7% | +13.0% | +0.7% | +9.6% |
| 3M | +8.0% | +6.1% | +1.9% | +6.1% |
| 6M | +13.3% | +15.9% | -2.6% | +8.1% |
| YTD | +11.8% | +31.6% | -19.8% | +2.4% |
| 1Y | +22.2% | +28.5% | -6.2% | +12.7% |
| 3Y | +32.5% | +30.5% | +2.0% | +21.0% |
| 5Y | +160.2% | +30.7% | +129.5% | +133.4% |
| All | +331.1% | +182.8% | +148.3% | +232.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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