+151.8%
ACGL vs RJF
+105.7%
+46.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.5% | -2.1% |
| 7D | -2.9% | +1.8% | -4.7% | -3.5% |
| 30D | -2.8% | 0.0% | -2.8% | -2.9% |
| 3M | +6.8% | +18.0% | -11.2% | +0.6% |
| 6M | -1.5% | +17.0% | -18.5% | -7.1% |
| YTD | -0.2% | +11.1% | -11.3% | -4.9% |
| 1Y | +5.3% | +8.0% | -2.7% | +1.2% |
| 3Y | +30.3% | +73.3% | -43.0% | +0.6% |
| 5Y | +151.8% | +107.4% | +44.4% | +77.1% |
| All | +151.8% | +105.7% | +46.1% | +77.1% |
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