+170.6%
ACGL vs REPL
-33.0%
+203.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | +0.8% |
| 7D | -1.1% | +14.2% | -15.3% | -1.1% |
| 30D | +13.1% | +65.9% | -52.7% | +13.2% |
| 3M | +9.8% | +84.6% | -74.8% | +9.9% |
| 6M | +15.3% | +446.9% | -431.7% | +15.6% |
| YTD | +12.7% | +129.0% | -116.3% | +13.2% |
| 1Y | +20.7% | +167.9% | -147.2% | +21.1% |
| 3Y | +34.3% | +93.9% | -59.6% | +32.5% |
| 5Y | +170.6% | -33.0% | +203.6% | +184.7% |
| All | +170.6% | -33.0% | +203.6% | +184.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling