+330.4%
ACGL vs RVTY
+212.9%
+117.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +2.0% | +1.1% |
| 7D | +1.3% | -2.7% | +3.9% | +1.7% |
| 30D | +14.2% | +3.2% | +11.0% | +13.2% |
| 3M | +11.1% | +37.2% | -26.1% | +3.9% |
| 6M | +16.4% | +57.7% | -41.3% | +5.4% |
| YTD | +13.8% | +64.8% | -51.1% | +1.1% |
| 1Y | +21.6% | +72.8% | -51.3% | +6.7% |
| 3Y | +33.5% | +89.8% | -56.3% | +10.2% |
| 5Y | +174.8% | -8.4% | +183.3% | +172.8% |
| 10Y | +330.4% | +219.5% | +110.9% | +163.8% |
| All | +330.4% | +212.9% | +117.4% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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