+12.4%
ACGL vs ITOT
-2.7%
+15.1%
-3.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | 0.0% |
| 7D | -1.2% | +3.3% | -4.5% | -0.8% |
| 30D | +12.8% | -2.5% | +15.3% | +12.5% |
| All | +12.4% | -2.7% | +15.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 1mo: compounded portfolio wealth divided by compounded ITOT 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…
1mo analysis · Full analysis span regression · Available span rolling