+255.1%
ACGL vs REPL
-6.0%
+261.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.7% |
| 7D | -0.7% | -3.0% | +2.2% | -0.7% |
| 30D | -1.0% | +27.1% | -28.1% | -1.6% |
| 3M | +11.0% | +52.4% | -41.3% | +8.9% |
| 6M | -0.3% | +107.4% | -107.8% | -5.6% |
| YTD | +2.3% | +54.7% | -52.5% | -2.3% |
| 1Y | +6.4% | +158.9% | -152.5% | -2.2% |
| 3Y | +34.0% | -23.7% | +57.7% | +20.7% |
| 5Y | +161.6% | -54.3% | +216.0% | +141.0% |
| All | +255.1% | -6.0% | +261.1% | +164.7% |
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 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