+164.7%
ACGL vs ITUB
+184.7%
-20.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.3% | -3.1% |
| 7D | +0.9% | +3.7% | -2.8% | +0.5% |
| 30D | +13.7% | -24.1% | +37.8% | +16.7% |
| 3M | +8.0% | -9.6% | +17.6% | +8.2% |
| 6M | +13.3% | -11.5% | +24.8% | +13.6% |
| YTD | +11.8% | +5.5% | +6.3% | +8.7% |
| 1Y | +22.2% | +9.9% | +12.4% | +17.9% |
| 3Y | +32.5% | +84.8% | -52.3% | +15.2% |
| All | +164.7% | +184.7% | -20.0% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling