+330.6%
ACGL vs NWSA
+159.6%
+171.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -1.1% | -10.5% | +9.4% | +2.6% |
| 30D | +13.1% | -8.8% | +21.9% | +16.5% |
| 3M | +9.8% | -6.5% | +16.3% | +11.9% |
| 6M | +15.3% | -1.3% | +16.6% | +14.6% |
| YTD | +12.7% | +2.5% | +10.2% | +9.7% |
| 1Y | +20.7% | +0.2% | +20.5% | +18.4% |
| 3Y | +34.3% | +27.6% | +6.7% | +16.6% |
| 5Y | +170.6% | +17.0% | +153.6% | +135.9% |
| 10Y | +330.6% | +148.3% | +182.2% | +142.7% |
| All | +330.6% | +159.6% | +171.0% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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