+323.5%
ACGL vs NWSA
+141.7%
+181.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | -1.2% | -0.8% | -0.4% | -0.9% |
| 30D | +12.8% | -11.3% | +24.1% | +17.4% |
| 3M | +12.3% | -8.1% | +20.3% | +15.1% |
| 6M | +15.8% | -0.7% | +16.5% | +14.8% |
| YTD | +13.9% | +1.3% | +12.6% | +11.3% |
| 1Y | +19.0% | -1.3% | +20.3% | +17.5% |
| 3Y | +33.7% | +28.4% | +5.3% | +15.6% |
| 5Y | +173.4% | +15.3% | +158.1% | +139.7% |
| All | +323.5% | +141.7% | +181.8% | +140.7% |
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