+331.1%
ACGL vs FDS
+135.4%
+195.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -1.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | +13.7% | +20.2% | -6.5% | +6.1% |
| 3M | +8.0% | +19.9% | -11.8% | +0.2% |
| 6M | +13.3% | +56.2% | -42.9% | -6.7% |
| YTD | +11.8% | +14.6% | -2.7% | +3.0% |
| 1Y | +22.2% | +31.6% | -9.4% | +5.1% |
| 3Y | +32.5% | -23.8% | +56.3% | +44.0% |
| 5Y | +160.2% | -22.6% | +182.8% | +173.5% |
| All | +331.1% | +135.4% | +195.8% | +170.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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