+26.5%
ACGL vs RGEN
+19.5%
+7.0%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +8.0% | -3.5% | +11.5% | +7.9% |
| 30D | +17.3% | -6.0% | +23.3% | +17.2% |
| 3M | +11.2% | +19.0% | -7.8% | +10.9% |
| 6M | +18.2% | +50.7% | -32.6% | +17.4% |
| YTD | +15.4% | +8.8% | +6.6% | +12.8% |
| 1Y | +26.5% | +21.3% | +5.3% | +23.0% |
| All | +26.5% | +19.5% | +7.0% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling