+324.9%
ACGL vs RY
+351.1%
-26.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +2.2% | +0.6% | +1.6% | +1.8% |
| 30D | +12.3% | +5.0% | +7.3% | +8.5% |
| 3M | +11.8% | -5.3% | +17.1% | +15.7% |
| 6M | +17.5% | +13.8% | +3.6% | +6.3% |
| YTD | +14.3% | +21.0% | -6.7% | -1.5% |
| 1Y | +18.2% | +40.5% | -22.3% | -8.7% |
| 3Y | +33.2% | +159.7% | -126.5% | -37.0% |
| 5Y | +174.3% | +124.3% | +50.0% | +43.2% |
| All | +324.9% | +351.1% | -26.2% | +41.0% |
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