+34.3%
ACGL vs ITOT
+77.8%
-43.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | +13.1% | -3.0% | +16.2% | +13.9% |
| 3M | +9.8% | -2.7% | +12.5% | +10.4% |
| 6M | +15.3% | +2.6% | +12.7% | +13.9% |
| YTD | +12.7% | +11.5% | +1.2% | +8.0% |
| 1Y | +20.7% | +13.5% | +7.2% | +14.8% |
| 3Y | +34.3% | +79.7% | -45.4% | +17.3% |
| All | +34.3% | +77.8% | -43.5% | +17.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling