+30.3%
ACGL vs ITOT
+77.4%
-47.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.9% | -2.3% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | -2.8% | -1.1% | -1.7% | -2.5% |
| 3M | +6.8% | +3.9% | +2.9% | +5.5% |
| 6M | -1.5% | +14.7% | -16.3% | -6.3% |
| YTD | -0.2% | +13.3% | -13.5% | -4.8% |
| 1Y | +5.3% | +19.1% | -13.9% | -1.9% |
| 3Y | +30.3% | +77.3% | -47.1% | +6.0% |
| All | +30.3% | +77.4% | -47.2% | +6.0% |
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