+32.6%
ACGL vs RACE
+26.1%
+6.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.4% | -3.9% | +2.5% | -0.9% |
| 30D | +12.4% | +6.8% | +5.5% | +11.6% |
| 3M | +11.1% | +1.3% | +9.8% | +10.9% |
| 6M | +16.3% | +26.3% | -9.9% | +13.0% |
| YTD | +13.8% | +13.8% | 0.0% | +11.6% |
| 1Y | +20.4% | -0.5% | +20.9% | +19.7% |
| All | +32.6% | +26.1% | +6.5% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling