+330.4%
ACGL vs CHD
+180.1%
+150.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.3% | +2.4% | -1.1% | +0.5% |
| 30D | +14.2% | +13.9% | +0.3% | +9.7% |
| 3M | +11.1% | +8.5% | +2.6% | +8.3% |
| 6M | +16.4% | +20.4% | -4.0% | +9.7% |
| YTD | +13.8% | +34.5% | -20.8% | +3.4% |
| 1Y | +21.6% | +33.8% | -12.2% | +10.6% |
| 3Y | +33.5% | +29.1% | +4.4% | +22.2% |
| 5Y | +174.8% | +31.2% | +143.6% | +146.1% |
| 10Y | +330.4% | +193.1% | +137.2% | +227.2% |
| All | +330.4% | +180.1% | +150.3% | +227.2% |
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