+274.0%
ACGL vs FIVE
+478.4%
-204.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.6% |
| 7D | -0.7% | +4.3% | -5.0% | -1.5% |
| 30D | -1.0% | +12.5% | -13.5% | -3.2% |
| 3M | +11.0% | +31.2% | -20.2% | +5.4% |
| 6M | -0.3% | +14.4% | -14.7% | -3.7% |
| YTD | +2.3% | +33.9% | -31.6% | -4.3% |
| 1Y | +6.4% | +65.1% | -58.7% | -4.8% |
| 3Y | +34.0% | +49.0% | -15.0% | +16.7% |
| 5Y | +161.6% | +30.3% | +131.3% | +125.9% |
| All | +274.0% | +478.4% | -204.5% | +139.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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