+164.7%
ACGL vs RL
+226.8%
-62.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.6% | -2.8% |
| 7D | +0.9% | -4.2% | +5.0% | +1.4% |
| 30D | +13.7% | +4.3% | +9.5% | +13.0% |
| 3M | +8.0% | -4.6% | +12.6% | +8.6% |
| 6M | +13.3% | +1.7% | +11.6% | +12.4% |
| YTD | +11.8% | +7.3% | +4.5% | +9.7% |
| 1Y | +22.2% | +20.8% | +1.4% | +17.6% |
| 3Y | +32.5% | +247.0% | -214.5% | +1.9% |
| All | +164.7% | +226.8% | -62.1% | +106.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling