+331.1%
ACGL vs TAP
-49.3%
+380.4%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.3% |
| 7D | +0.9% | +0.5% | +0.3% | +0.6% |
| 30D | +13.7% | +9.1% | +4.6% | +9.8% |
| 3M | +8.0% | -3.8% | +11.8% | +9.2% |
| 6M | +13.3% | -3.4% | +16.7% | +14.0% |
| YTD | +11.8% | -10.6% | +22.5% | +15.2% |
| 1Y | +22.2% | -4.4% | +26.6% | +22.3% |
| 3Y | +32.5% | -24.4% | +56.8% | +42.2% |
| 5Y | +160.2% | +2.1% | +158.1% | +136.6% |
| All | +331.1% | -49.3% | +380.4% | +295.3% |
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