+323.5%
ACGL vs FDS
+127.0%
+196.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -1.2% | -2.6% | +1.4% | -0.3% |
| 30D | +12.8% | +14.1% | -1.3% | +7.3% |
| 3M | +12.3% | +19.8% | -7.5% | +4.2% |
| 6M | +15.8% | +55.0% | -39.1% | -4.2% |
| YTD | +13.9% | +15.9% | -2.0% | +4.4% |
| 1Y | +19.0% | +24.2% | -5.2% | +5.3% |
| 3Y | +33.7% | -24.0% | +57.7% | +45.6% |
| 5Y | +173.4% | -23.3% | +196.7% | +189.6% |
| All | +323.5% | +127.0% | +196.5% | +170.8% |
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