+351.4%
ACGL vs RACE
+688.6%
-337.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.3% | -1.6% | +1.5% |
| 7D | +8.0% | +9.9% | -1.9% | +5.2% |
| 30D | +17.3% | +12.8% | +4.5% | +13.5% |
| 3M | +11.2% | +7.4% | +3.9% | +8.9% |
| 6M | +18.2% | +27.6% | -9.4% | +9.6% |
| YTD | +15.4% | +18.4% | -3.0% | +8.8% |
| 1Y | +26.5% | +9.5% | +17.0% | +21.8% |
| 3Y | +36.1% | +33.9% | +2.2% | +18.3% |
| 5Y | +175.9% | +74.9% | +101.1% | +114.3% |
| 10Y | +352.4% | +814.9% | -462.5% | +143.0% |
| All | +351.4% | +688.6% | -337.2% | +136.9% |
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