+288.4%
ACGL vs REPL
+35.1%
+253.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.0% | -11.0% | -3.1% |
| 7D | +0.9% | +22.8% | -21.9% | +0.4% |
| 30D | +13.7% | +63.8% | -50.1% | +12.4% |
| 3M | +8.0% | +68.1% | -60.1% | +6.6% |
| 6M | +13.3% | +528.5% | -515.2% | +5.8% |
| YTD | +11.8% | +122.4% | -110.6% | +5.9% |
| 1Y | +22.2% | +154.4% | -132.1% | +15.1% |
| 3Y | +32.5% | +68.0% | -35.5% | +13.6% |
| 5Y | +160.2% | -35.4% | +195.6% | +138.2% |
| All | +288.4% | +35.1% | +253.2% | +186.8% |
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