+324.6%
ACGL vs RJF
+334.0%
-9.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -1.4% | -0.9% | -0.4% | -0.9% |
| 30D | +12.4% | +5.3% | +7.0% | +9.3% |
| 3M | +11.1% | -6.8% | +17.9% | +14.8% |
| 6M | +16.3% | +11.4% | +4.9% | +9.4% |
| YTD | +13.8% | +5.5% | +8.3% | +8.6% |
| 1Y | +20.4% | +3.7% | +16.8% | +15.7% |
| 3Y | +33.6% | +73.4% | -39.8% | -7.1% |
| 5Y | +176.8% | +78.3% | +98.5% | +81.7% |
| 10Y | +324.6% | +328.4% | -3.8% | +70.0% |
| All | +324.6% | +334.0% | -9.4% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling