+276.3%
ACGL vs RNG
+215.2%
+61.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -2.1% | -4.1% | +1.9% | -1.9% |
| 30D | -2.2% | +8.6% | -10.8% | -2.8% |
| 3M | +6.3% | +78.0% | -71.7% | +1.8% |
| 6M | +0.5% | +67.0% | -66.5% | -3.7% |
| YTD | +0.2% | +142.4% | -142.2% | -7.0% |
| 1Y | +7.3% | +120.4% | -113.2% | 0.0% |
| 3Y | +30.8% | +122.1% | -91.3% | +19.6% |
| 5Y | +155.8% | -69.8% | +225.6% | +172.4% |
| 10Y | +276.3% | +223.4% | +52.9% | +187.5% |
| All | +276.3% | +215.2% | +61.1% | +187.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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