+330.4%
ACGL vs TAP
-48.8%
+379.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +1.3% | -4.5% | +5.8% | +3.0% |
| 30D | +14.2% | +7.5% | +6.7% | +10.9% |
| 3M | +11.1% | -4.9% | +16.0% | +12.8% |
| 6M | +16.4% | -3.5% | +19.8% | +17.1% |
| YTD | +13.8% | -11.4% | +25.2% | +17.6% |
| 1Y | +21.6% | -10.8% | +32.3% | +25.0% |
| 3Y | +33.5% | -24.5% | +58.0% | +43.4% |
| 5Y | +174.8% | +2.5% | +172.4% | +149.1% |
| 10Y | +330.4% | -47.6% | +377.9% | +302.3% |
| All | +330.4% | -48.8% | +379.2% | +302.3% |
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