+176.8%
ACGL vs RRC
+135.4%
+41.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | +12.4% | +25.2% | -12.8% | +9.2% |
| 3M | +11.1% | +27.8% | -16.7% | +7.7% |
| 6M | +16.3% | +27.2% | -10.9% | +12.7% |
| YTD | +13.8% | +48.2% | -34.4% | +7.9% |
| 1Y | +20.4% | +34.7% | -14.3% | +15.4% |
| 3Y | +33.6% | +62.2% | -28.7% | +23.3% |
| 5Y | +176.8% | +130.9% | +45.9% | +145.8% |
| All | +176.8% | +135.4% | +41.4% | +145.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling