+330.6%
ACGL vs FDS
+135.1%
+195.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -1.1% | -5.0% | +3.9% | +0.8% |
| 30D | +13.1% | +13.8% | -0.6% | +7.8% |
| 3M | +9.8% | +14.8% | -5.1% | +3.5% |
| 6M | +15.3% | +47.4% | -32.1% | -2.8% |
| YTD | +12.7% | +14.2% | -1.4% | +4.0% |
| 1Y | +20.7% | +26.6% | -5.9% | +5.7% |
| 3Y | +34.3% | -24.4% | +58.7% | +46.4% |
| 5Y | +170.6% | -22.6% | +193.2% | +184.4% |
| 10Y | +330.6% | +130.0% | +200.6% | +171.3% |
| All | +330.6% | +135.1% | +195.5% | +171.3% |
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