+4,723.3%
ACGL vs RL
+1,366.2%
+3,357.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.1% |
| 7D | -0.7% | -0.8% | +0.1% | -0.6% |
| 30D | -1.0% | -7.8% | +6.8% | +0.5% |
| 3M | +11.0% | -4.0% | +15.0% | +11.5% |
| 6M | -0.3% | -1.9% | +1.6% | -0.9% |
| YTD | +2.3% | -0.2% | +2.4% | +1.1% |
| 1Y | +6.4% | +10.7% | -4.3% | +2.8% |
| 3Y | +34.0% | +210.8% | -176.8% | +1.7% |
| 5Y | +161.6% | +238.2% | -76.6% | +90.4% |
| 10Y | +278.6% | +313.4% | -34.8% | +154.3% |
| All | +4,723.3% | +1,366.2% | +3,357.2% | +2,412.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling