+4,269.4%
ACGL vs RJF
+9,158.9%
-4,889.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.3% |
| 7D | -0.7% | -0.6% | -0.2% | -0.6% |
| 30D | -1.0% | -1.3% | +0.3% | -0.7% |
| 3M | +11.0% | +18.9% | -7.8% | +6.2% |
| 6M | -0.3% | +15.0% | -15.4% | -4.0% |
| YTD | +2.3% | +12.2% | -9.9% | -1.3% |
| 1Y | +6.4% | +5.6% | +0.7% | +4.1% |
| 3Y | +34.0% | +74.9% | -40.9% | +14.1% |
| 5Y | +161.6% | +106.6% | +55.0% | +112.5% |
| 10Y | +278.6% | +433.1% | -154.5% | +149.6% |
| All | +4,269.4% | +9,158.9% | -4,889.6% | +1,840.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling