+33.2%
ACGL vs DVA
+105.9%
-72.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | +0.1% | +0.3% |
| 7D | +2.2% | -8.8% | +10.9% | +3.4% |
| 30D | +12.3% | -3.4% | +15.7% | +12.7% |
| 3M | +11.8% | -2.6% | +14.4% | +12.0% |
| 6M | +17.5% | -11.9% | +29.3% | +18.9% |
| YTD | +14.3% | +53.6% | -39.4% | +5.3% |
| 1Y | +18.2% | +41.9% | -23.7% | +10.6% |
| 3Y | +33.2% | +97.5% | -64.4% | +33.6% |
| All | +33.2% | +105.9% | -72.8% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling