+330.6%
ACGL vs RNG
+259.3%
+71.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -1.1% | -6.2% | +5.1% | -0.7% |
| 30D | +13.1% | -8.0% | +21.2% | +13.6% |
| 3M | +9.8% | +15.7% | -5.9% | +8.4% |
| 6M | +15.3% | +60.3% | -45.1% | +10.8% |
| YTD | +12.7% | +153.8% | -141.1% | +4.2% |
| 1Y | +20.7% | +172.2% | -151.5% | +10.9% |
| 3Y | +34.3% | +174.8% | -140.5% | +20.7% |
| 5Y | +170.6% | -68.6% | +239.2% | +187.5% |
| 10Y | +330.6% | +248.2% | +82.4% | +236.4% |
| All | +330.6% | +259.3% | +71.3% | +236.4% |
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