+164.5%
ACGL vs FIVE
+31.2%
+133.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.1% | -6.8% | -2.1% |
| 7D | -0.7% | +4.3% | -5.0% | -1.0% |
| 30D | -1.0% | +12.5% | -13.5% | -1.9% |
| 3M | +11.0% | +31.2% | -20.2% | +8.8% |
| 6M | -0.3% | +14.4% | -14.7% | -1.6% |
| YTD | +2.3% | +33.9% | -31.6% | -0.3% |
| 1Y | +6.4% | +65.1% | -58.7% | +1.8% |
| 3Y | +34.0% | +49.0% | -15.0% | +28.0% |
| All | +164.5% | +31.2% | +133.3% | +149.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling