+266.9%
ACGL vs ITUB
+192.5%
+74.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.4% | -2.9% |
| 7D | -2.9% | +8.2% | -11.2% | -4.9% |
| 30D | -2.8% | +4.7% | -7.5% | -4.1% |
| 3M | +6.8% | +13.0% | -6.2% | +3.2% |
| 6M | -1.5% | +4.2% | -5.7% | -3.3% |
| YTD | -0.2% | +18.6% | -18.8% | -5.8% |
| 1Y | +5.3% | +31.3% | -26.0% | -3.5% |
| 3Y | +30.3% | +124.9% | -94.6% | +0.6% |
| 5Y | +151.8% | +195.6% | -43.8% | +72.3% |
| 10Y | +266.9% | +196.4% | +70.5% | +141.4% |
| All | +266.9% | +192.5% | +74.3% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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