+324.6%
ACGL vs FDS
+132.8%
+191.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.0% |
| 7D | -1.4% | -2.1% | +0.8% | -0.6% |
| 30D | +12.4% | +16.0% | -3.6% | +6.2% |
| 3M | +11.1% | +18.8% | -7.7% | +3.4% |
| 6M | +16.3% | +54.1% | -37.8% | -3.5% |
| YTD | +13.8% | +17.0% | -3.2% | +4.0% |
| 1Y | +20.4% | +25.5% | -5.1% | +6.1% |
| 3Y | +33.6% | -23.3% | +56.9% | +45.0% |
| 5Y | +176.8% | -22.6% | +199.5% | +192.3% |
| 10Y | +324.6% | +130.2% | +194.4% | +170.2% |
| All | +324.6% | +132.8% | +191.8% | +170.2% |
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