+172.1%
ACGL vs RGEN
-35.5%
+207.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.4% | +0.3% |
| 7D | +2.2% | -3.3% | +5.5% | +2.3% |
| 30D | +12.3% | -5.8% | +18.1% | +12.6% |
| 3M | +11.8% | +0.2% | +11.6% | +11.5% |
| 6M | +17.5% | +56.8% | -39.3% | +13.8% |
| YTD | +14.3% | +2.4% | +11.9% | +13.4% |
| 1Y | +18.2% | +11.4% | +6.7% | +16.6% |
| 3Y | +33.2% | +15.2% | +18.0% | +28.1% |
| All | +172.1% | -35.5% | +207.6% | +144.5% |
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