+2,029.1%
ACGL vs ITOT
+896.7%
+1,132.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.0% | 0.0% | -1.0% | -1.1% |
| 3M | +11.0% | +2.0% | +9.1% | +8.8% |
| 6M | -0.3% | +13.0% | -13.4% | -10.0% |
| YTD | +2.3% | +14.0% | -11.7% | -8.5% |
| 1Y | +6.4% | +19.9% | -13.5% | -8.8% |
| 3Y | +34.0% | +75.8% | -41.8% | -16.7% |
| 5Y | +161.6% | +73.8% | +87.8% | +61.5% |
| 10Y | +278.6% | +295.9% | -17.3% | +26.9% |
| All | +2,029.1% | +896.7% | +1,132.4% | +241.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling