+330.4%
ACGL vs RRC
+67.7%
+262.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.4% |
| 7D | +1.3% | -5.2% | +6.5% | +1.8% |
| 30D | +14.2% | +25.2% | -11.0% | +11.1% |
| 3M | +11.1% | +27.4% | -16.3% | +7.8% |
| 6M | +16.4% | +27.0% | -10.6% | +12.8% |
| YTD | +13.8% | +46.3% | -32.5% | +8.3% |
| 1Y | +21.6% | +37.1% | -15.6% | +16.4% |
| 3Y | +33.5% | +60.2% | -26.6% | +24.2% |
| 5Y | +174.8% | +136.6% | +38.2% | +138.2% |
| 10Y | +330.4% | +68.8% | +261.6% | +211.0% |
| All | +330.4% | +67.7% | +262.6% | +211.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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