+471.4%
ACGL vs RNG
+327.7%
+143.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.5% |
| 7D | -0.7% | +5.8% | -6.5% | -1.1% |
| 30D | -1.0% | +19.6% | -20.6% | -2.2% |
| 3M | +11.0% | +67.0% | -56.0% | +7.0% |
| 6M | -0.3% | +88.4% | -88.7% | -5.1% |
| YTD | +2.3% | +155.5% | -153.2% | -5.1% |
| 1Y | +6.4% | +141.7% | -135.3% | -1.1% |
| 3Y | +34.0% | +131.1% | -97.1% | +22.7% |
| 5Y | +161.6% | -70.6% | +232.2% | +174.4% |
| 10Y | +278.6% | +228.2% | +50.4% | +217.3% |
| All | +471.4% | +327.7% | +143.7% | +376.1% |
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