+36.5%
ACGL vs REPL
+37.4%
-0.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | -0.1% |
| 7D | +6.4% | +15.1% | -8.7% | +6.5% |
| 30D | +16.6% | +51.1% | -34.5% | +17.0% |
| 3M | +11.6% | +69.2% | -57.6% | +12.1% |
| 6M | +17.5% | +597.6% | -580.1% | +19.9% |
| YTD | +15.3% | +106.0% | -90.7% | +17.3% |
| 1Y | +26.3% | +133.3% | -107.0% | +28.6% |
| All | +36.5% | +37.4% | -0.9% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling