+295.2%
ACGL vs REPL
+36.1%
+259.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.5% | +0.2% |
| 7D | -1.4% | +5.3% | -6.6% | -1.5% |
| 30D | +12.4% | +66.6% | -54.3% | +11.0% |
| 3M | +11.1% | +59.6% | -48.5% | +9.8% |
| 6M | +16.3% | +482.4% | -466.0% | +9.0% |
| YTD | +13.8% | +124.1% | -110.3% | +7.8% |
| 1Y | +20.4% | +138.6% | -118.1% | +13.7% |
| 3Y | +33.6% | +96.0% | -62.5% | +13.0% |
| 5Y | +176.8% | -35.4% | +212.2% | +153.6% |
| All | +295.2% | +36.1% | +259.1% | +191.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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