+290.3%
ACGL vs NTR
+81.1%
+209.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -1.2% | -1.4% | +0.2% | -0.8% |
| 30D | +12.8% | +2.2% | +10.6% | +12.1% |
| 3M | +12.3% | +6.8% | +5.5% | +9.9% |
| 6M | +15.8% | +0.6% | +15.2% | +15.0% |
| YTD | +13.9% | +18.2% | -4.3% | +6.2% |
| 1Y | +19.0% | +21.3% | -2.3% | +9.9% |
| 3Y | +33.7% | +46.6% | -13.0% | +12.6% |
| 5Y | +173.4% | +21.3% | +152.1% | +122.4% |
| All | +290.3% | +81.1% | +209.2% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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