+323.5%
ACGL vs RBA
+204.3%
+119.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.4% |
| 7D | -1.2% | -0.5% | -0.7% | -1.1% |
| 30D | +12.8% | +6.8% | +5.9% | +10.9% |
| 3M | +12.3% | +9.5% | +2.8% | +9.6% |
| 6M | +15.8% | -8.2% | +24.0% | +17.3% |
| YTD | +13.9% | -7.7% | +21.6% | +14.2% |
| 1Y | +19.0% | -6.9% | +25.9% | +19.0% |
| 3Y | +33.7% | +61.6% | -28.0% | +13.7% |
| 5Y | +173.4% | +44.7% | +128.7% | +133.7% |
| All | +323.5% | +204.3% | +119.2% | +160.8% |
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