+274.0%
ACGL vs RBA
+187.5%
+86.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | -1.0% | -12.3% | +11.3% | +2.1% |
| 3M | +11.0% | -20.5% | +31.6% | +16.7% |
| 6M | -0.3% | -18.5% | +18.2% | +3.8% |
| YTD | +2.3% | -18.2% | +20.5% | +5.8% |
| 1Y | +6.4% | -27.5% | +33.9% | +13.4% |
| 3Y | +34.0% | +38.1% | -4.1% | +18.4% |
| 5Y | +161.6% | +44.8% | +116.8% | +121.2% |
| All | +274.0% | +187.5% | +86.4% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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