+173.4%
ACGL vs RGEN
-37.9%
+211.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.2% |
| 7D | -1.2% | -1.2% | 0.0% | -1.2% |
| 30D | +12.8% | -5.1% | +17.9% | +13.0% |
| 3M | +12.3% | +0.5% | +11.8% | +12.0% |
| 6M | +15.8% | +46.6% | -30.8% | +12.7% |
| YTD | +13.9% | +1.6% | +12.3% | +13.0% |
| 1Y | +19.0% | +5.4% | +13.6% | +17.8% |
| 3Y | +33.7% | +12.8% | +20.8% | +28.8% |
| 5Y | +173.4% | -35.6% | +209.0% | +146.7% |
| All | +173.4% | -37.9% | +211.3% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling