+300.3%
ACGL vs REPL
+25.1%
+275.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | 0.0% |
| 7D | +6.4% | +15.1% | -8.7% | +6.0% |
| 30D | +16.6% | +51.1% | -34.5% | +15.5% |
| 3M | +11.6% | +69.2% | -57.6% | +10.1% |
| 6M | +17.5% | +597.6% | -580.1% | +9.2% |
| YTD | +15.3% | +106.0% | -90.7% | +9.4% |
| 1Y | +26.3% | +133.3% | -107.0% | +19.2% |
| 3Y | +35.9% | +41.0% | -5.1% | +17.8% |
| 5Y | +168.2% | -40.1% | +208.3% | +145.9% |
| All | +300.3% | +25.1% | +275.1% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling