+34.3%
ACGL vs RRC
+51.7%
-17.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.8% |
| 7D | -1.1% | -10.3% | +9.2% | -0.4% |
| 30D | +13.1% | +19.5% | -6.3% | +11.3% |
| 3M | +9.8% | +27.9% | -18.1% | +7.4% |
| 6M | +15.3% | +21.2% | -5.9% | +13.1% |
| YTD | +12.7% | +39.6% | -26.8% | +8.8% |
| 1Y | +20.7% | +31.3% | -10.6% | +17.1% |
| 3Y | +34.3% | +51.9% | -17.7% | +30.1% |
| All | +34.3% | +51.7% | -17.4% | +30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling