+274.0%
ACGL vs RY
+373.9%
-100.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.3% |
| 7D | -0.7% | +3.1% | -3.9% | -2.8% |
| 30D | -1.0% | -0.3% | -0.7% | -0.9% |
| 3M | +11.0% | +8.7% | +2.4% | +4.2% |
| 6M | -0.3% | +28.5% | -28.9% | -17.0% |
| YTD | +2.3% | +25.1% | -22.8% | -13.6% |
| 1Y | +6.4% | +46.3% | -39.9% | -20.0% |
| 3Y | +34.0% | +154.9% | -121.0% | -35.3% |
| 5Y | +161.6% | +140.3% | +21.3% | +30.0% |
| All | +274.0% | +373.9% | -100.0% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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