+266.9%
ACGL vs CHD
+124.1%
+142.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -1.8% |
| 7D | -2.9% | -2.9% | 0.0% | -2.1% |
| 30D | -2.8% | -6.2% | +3.4% | -0.9% |
| 3M | +6.8% | +1.6% | +5.3% | +6.2% |
| 6M | -1.5% | -3.5% | +2.0% | -0.7% |
| YTD | -0.2% | +16.2% | -16.4% | -5.1% |
| 1Y | +5.3% | +3.4% | +1.9% | +3.6% |
| 3Y | +30.3% | +4.6% | +25.7% | +27.0% |
| 5Y | +151.8% | +21.1% | +130.7% | +130.9% |
| 10Y | +266.9% | +126.5% | +140.3% | +190.8% |
| All | +266.9% | +124.1% | +142.7% | +190.8% |
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