+330.6%
ACGL vs DVA
+212.5%
+118.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.0% | +3.8% | +1.4% |
| 7D | -1.1% | -0.1% | -1.0% | -1.1% |
| 30D | +13.1% | +3.5% | +9.6% | +12.1% |
| 3M | +9.8% | +1.0% | +8.8% | +9.2% |
| 6M | +15.3% | -6.6% | +21.9% | +16.0% |
| YTD | +12.7% | +63.3% | -50.6% | -1.3% |
| 1Y | +20.7% | +50.0% | -29.3% | +7.8% |
| 3Y | +34.3% | +120.1% | -85.8% | +7.3% |
| 5Y | +170.6% | +73.7% | +96.9% | +120.1% |
| 10Y | +330.6% | +212.7% | +117.9% | +189.9% |
| All | +330.6% | +212.5% | +118.1% | +189.9% |
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