+300.1%
ACGL vs RACE
+647.6%
-347.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.9% | +0.2% | -1.2% |
| 7D | -0.7% | -2.5% | +1.8% | -0.1% |
| 30D | -1.0% | +0.8% | -1.8% | -1.3% |
| 3M | +11.0% | +17.2% | -6.1% | +5.8% |
| 6M | -0.3% | +13.6% | -13.9% | -4.6% |
| YTD | +2.3% | +12.2% | -9.9% | -2.1% |
| 1Y | +6.4% | -16.3% | +22.6% | +10.0% |
| 3Y | +34.0% | +36.4% | -2.5% | +15.1% |
| 5Y | +161.6% | +95.0% | +66.7% | +94.5% |
| 10Y | +278.6% | +813.2% | -534.7% | +105.3% |
| All | +300.1% | +647.6% | -347.5% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling