+174.8%
ACGL vs RY
+123.9%
+50.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +1.3% | -0.6% | +1.8% | +1.5% |
| 30D | +14.2% | +6.1% | +8.1% | +11.5% |
| 3M | +11.1% | -3.4% | +14.5% | +12.5% |
| 6M | +16.4% | +12.8% | +3.6% | +10.0% |
| YTD | +13.8% | +21.0% | -7.2% | +4.0% |
| 1Y | +21.6% | +40.5% | -18.9% | +3.6% |
| 3Y | +33.5% | +159.9% | -126.3% | -16.9% |
| 5Y | +174.8% | +125.0% | +49.9% | +86.8% |
| All | +174.8% | +123.9% | +50.9% | +86.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling