+330.6%
ACGL vs TAP
-49.5%
+380.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.2% |
| 7D | -1.1% | -7.8% | +6.7% | +2.0% |
| 30D | +13.1% | +7.1% | +6.0% | +10.0% |
| 3M | +9.8% | -7.0% | +16.8% | +12.5% |
| 6M | +15.3% | -3.8% | +19.1% | +16.2% |
| YTD | +12.7% | -11.7% | +24.4% | +16.6% |
| 1Y | +20.7% | -10.1% | +30.8% | +23.8% |
| 3Y | +34.3% | -23.7% | +58.0% | +43.5% |
| 5Y | +170.6% | +2.9% | +167.7% | +144.8% |
| 10Y | +330.6% | -49.5% | +380.1% | +299.4% |
| All | +330.6% | -49.5% | +380.1% | +299.4% |
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