+324.9%
ACGL vs FDS
+127.7%
+197.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +2.2% | +1.5% | +0.7% | +1.6% |
| 30D | +12.3% | +14.8% | -2.5% | +6.6% |
| 3M | +11.8% | +16.3% | -4.5% | +5.0% |
| 6M | +17.5% | +66.2% | -48.8% | -5.4% |
| YTD | +14.3% | +16.2% | -2.0% | +4.7% |
| 1Y | +18.2% | +21.8% | -3.7% | +5.5% |
| 3Y | +33.2% | -23.9% | +57.0% | +45.0% |
| 5Y | +174.3% | -23.1% | +197.4% | +190.3% |
| All | +324.9% | +127.7% | +197.3% | +171.4% |
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