+32.7%
ACGL vs CHD
+29.4%
+3.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | +12.8% | +11.6% | +1.2% | +9.0% |
| 3M | +12.3% | +10.7% | +1.6% | +8.7% |
| 6M | +15.8% | +20.2% | -4.4% | +9.3% |
| YTD | +13.9% | +34.5% | -20.6% | +3.5% |
| 1Y | +19.0% | +32.6% | -13.5% | +8.6% |
| All | +32.7% | +29.4% | +3.3% | +20.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling