+172.1%
ACGL vs RBA
+45.7%
+126.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.2% |
| 7D | +2.2% | +1.7% | +0.4% | +1.9% |
| 30D | +12.3% | +8.3% | +4.0% | +10.9% |
| 3M | +11.8% | +10.5% | +1.3% | +10.0% |
| 6M | +17.5% | -5.9% | +23.3% | +17.9% |
| YTD | +14.3% | -6.9% | +21.1% | +14.2% |
| 1Y | +18.2% | -4.9% | +23.0% | +17.6% |
| 3Y | +33.2% | +64.5% | -31.3% | +21.3% |
| All | +172.1% | +45.7% | +126.4% | +158.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling