+296.8%
ACGL vs REPL
+36.8%
+260.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +2.2% | +1.2% | +0.9% | +2.1% |
| 30D | +12.3% | +92.2% | -79.9% | +10.6% |
| 3M | +11.8% | +44.1% | -32.3% | +10.8% |
| 6M | +17.5% | +313.0% | -295.6% | +11.4% |
| YTD | +14.3% | +125.2% | -110.9% | +8.2% |
| 1Y | +18.2% | +143.8% | -125.6% | +11.5% |
| 3Y | +33.2% | +104.2% | -71.0% | +12.2% |
| 5Y | +174.3% | -34.5% | +208.9% | +151.0% |
| All | +296.8% | +36.8% | +260.0% | +192.9% |
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