+168.2%
ACGL vs RL
+232.3%
-64.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.3% | +7.2% | +0.9% |
| 7D | +6.4% | -4.7% | +11.1% | +7.0% |
| 30D | +16.6% | +3.6% | +13.1% | +16.0% |
| 3M | +11.6% | +0.5% | +11.0% | +11.3% |
| 6M | +17.5% | +6.6% | +10.8% | +15.7% |
| YTD | +15.3% | +8.8% | +6.4% | +12.9% |
| 1Y | +26.3% | +21.8% | +4.5% | +21.4% |
| 3Y | +35.9% | +245.8% | -209.9% | +4.8% |
| 5Y | +168.2% | +230.0% | -61.8% | +107.6% |
| All | +168.2% | +232.3% | -64.1% | +107.6% |
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 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