+781.8%
ACGL vs FIVE
+826.1%
-44.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.5% |
| 7D | +6.4% | -1.7% | +8.1% | +6.6% |
| 30D | +16.6% | +14.9% | +1.7% | +14.2% |
| 3M | +11.6% | +7.6% | +4.0% | +10.0% |
| 6M | +17.5% | +6.4% | +11.0% | +15.5% |
| YTD | +15.3% | +28.1% | -12.8% | +9.7% |
| 1Y | +26.3% | +54.7% | -28.4% | +16.5% |
| 3Y | +35.9% | +36.1% | -0.1% | +22.7% |
| 5Y | +168.2% | +14.9% | +153.3% | +142.5% |
| 10Y | +352.0% | +578.8% | -226.9% | +217.5% |
| All | +781.8% | +826.1% | -44.3% | +496.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling