+330.6%
ACGL vs RL
+397.7%
-67.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | -0.8% |
| 7D | -1.1% | +0.2% | -1.3% | -1.3% |
| 30D | +13.1% | +7.3% | +5.8% | +10.8% |
| 3M | +9.8% | +1.0% | +8.7% | +9.1% |
| 6M | +15.3% | +11.8% | +3.5% | +10.6% |
| YTD | +12.7% | +13.6% | -0.9% | +6.8% |
| 1Y | +20.7% | +24.0% | -3.3% | +11.4% |
| 3Y | +34.3% | +256.6% | -222.3% | -14.4% |
| 5Y | +170.6% | +240.2% | -69.6% | +68.5% |
| 10Y | +330.6% | +373.0% | -42.4% | +117.6% |
| All | +330.6% | +397.7% | -67.1% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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