+164.7%
ACGL vs CHD
+30.9%
+133.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.5% |
| 7D | +0.9% | +2.0% | -1.1% | +0.4% |
| 30D | +13.7% | +13.0% | +0.7% | +10.1% |
| 3M | +8.0% | +6.1% | +1.9% | +6.3% |
| 6M | +13.3% | +15.9% | -2.6% | +8.8% |
| YTD | +11.8% | +31.6% | -19.8% | +3.8% |
| 1Y | +22.2% | +28.5% | -6.2% | +14.1% |
| 3Y | +32.5% | +30.5% | +2.0% | +24.0% |
| All | +164.7% | +30.9% | +133.8% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling