+524.9%
ACGL vs RNG
+320.7%
+204.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.9% | -0.1% | -2.8% |
| 7D | +0.9% | -11.3% | +12.2% | +1.6% |
| 30D | +13.7% | -5.7% | +19.4% | +14.0% |
| 3M | +8.0% | +16.8% | -8.7% | +6.7% |
| 6M | +13.3% | +58.5% | -45.2% | +9.2% |
| YTD | +11.8% | +151.3% | -139.5% | +3.7% |
| 1Y | +22.2% | +169.0% | -146.8% | +12.8% |
| 3Y | +32.5% | +156.9% | -124.4% | +20.3% |
| 5Y | +160.2% | -69.0% | +229.2% | +171.3% |
| 10Y | +338.5% | +262.0% | +76.5% | +265.2% |
| All | +524.9% | +320.7% | +204.2% | +420.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling