+266.9%
ACGL vs INDA
+80.4%
+186.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -1.5% |
| 7D | -2.9% | -1.0% | -2.0% | -2.4% |
| 30D | -2.8% | -2.5% | -0.3% | -1.4% |
| 3M | +6.8% | +4.0% | +2.8% | +4.3% |
| 6M | -1.5% | -1.8% | +0.3% | -1.1% |
| YTD | -0.2% | -9.2% | +9.0% | +4.7% |
| 1Y | +5.3% | -7.2% | +12.5% | +8.8% |
| 3Y | +30.3% | +9.8% | +20.4% | +20.2% |
| 5Y | +151.8% | +7.5% | +144.3% | +133.4% |
| 10Y | +266.9% | +80.8% | +186.1% | +138.0% |
| All | +266.9% | +80.4% | +186.4% | +138.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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