+274.0%
ACGL vs TAP
-49.2%
+323.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -0.7% | -2.3% | +1.6% | +0.1% |
| 30D | -1.0% | -2.1% | +1.1% | -0.3% |
| 3M | +11.0% | +6.6% | +4.4% | +7.9% |
| 6M | -0.3% | -11.5% | +11.2% | +3.7% |
| YTD | +2.3% | -10.3% | +12.5% | +5.4% |
| 1Y | +6.4% | -14.4% | +20.8% | +11.2% |
| 3Y | +34.0% | -28.3% | +62.2% | +47.1% |
| 5Y | +161.6% | +1.7% | +159.9% | +138.9% |
| All | +274.0% | -49.2% | +323.2% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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