+331.1%
ACGL vs FIVE
+563.4%
-232.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | +13.7% | +17.7% | -3.9% | +10.4% |
| 3M | +8.0% | +4.0% | +4.1% | +6.9% |
| 6M | +13.3% | +2.6% | +10.7% | +11.8% |
| YTD | +11.8% | +27.6% | -15.7% | +5.4% |
| 1Y | +22.2% | +59.9% | -37.7% | +10.3% |
| 3Y | +32.5% | +35.8% | -3.3% | +17.8% |
| 5Y | +160.2% | +14.4% | +145.8% | +132.4% |
| All | +331.1% | +563.4% | -232.3% | +180.0% |
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