+164.5%
ACGL vs RJF
+106.8%
+57.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -0.7% | -0.6% | -0.2% | -0.6% |
| 30D | -1.0% | -1.3% | +0.3% | -0.6% |
| 3M | +11.0% | +18.9% | -7.8% | +4.4% |
| 6M | -0.3% | +15.0% | -15.4% | -5.4% |
| YTD | +2.3% | +12.2% | -9.9% | -2.8% |
| 1Y | +6.4% | +5.6% | +0.7% | +3.1% |
| 3Y | +34.0% | +74.9% | -40.9% | +3.1% |
| All | +164.5% | +106.8% | +57.7% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling