+266.9%
ACGL vs DVA
+178.6%
+88.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -2.0% |
| 7D | -2.9% | +2.2% | -5.2% | -3.4% |
| 30D | -2.8% | -2.0% | -0.8% | -2.4% |
| 3M | +6.8% | -6.3% | +13.1% | +7.7% |
| 6M | -1.5% | +19.4% | -21.0% | -6.6% |
| YTD | -0.2% | +58.5% | -58.7% | -11.7% |
| 1Y | +5.3% | +33.9% | -28.6% | -3.3% |
| 3Y | +30.3% | +88.4% | -58.2% | +7.7% |
| 5Y | +151.8% | +39.5% | +112.3% | +120.6% |
| 10Y | +266.9% | +179.5% | +87.4% | +154.6% |
| All | +266.9% | +178.6% | +88.3% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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