+4,761.1%
ACGL vs RJF
+8,660.2%
-3,899.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | +1.3% | +4.0% | -2.7% | +0.3% |
| 30D | +14.2% | +6.1% | +8.1% | +12.5% |
| 3M | +11.1% | -5.8% | +16.9% | +12.6% |
| 6M | +16.4% | +9.7% | +6.7% | +13.4% |
| YTD | +13.8% | +6.2% | +7.6% | +11.3% |
| 1Y | +21.6% | +5.3% | +16.3% | +19.0% |
| 3Y | +33.5% | +74.4% | -40.9% | +14.0% |
| 5Y | +174.8% | +81.6% | +93.3% | +130.4% |
| 10Y | +330.4% | +333.6% | -3.2% | +195.9% |
| All | +4,761.1% | +8,660.2% | -3,899.1% | +2,087.4% |
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