+32.5%
ACGL vs TRU
+0.4%
+32.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -1.2% |
| 7D | -0.7% | -6.8% | +6.0% | -0.1% |
| 30D | -1.0% | 0.0% | -1.0% | -1.0% |
| 3M | +11.0% | +13.3% | -2.2% | +9.8% |
| 6M | -0.3% | +3.4% | -3.8% | -1.0% |
| YTD | +2.3% | -6.4% | +8.7% | +2.2% |
| 1Y | +6.4% | -9.7% | +16.1% | +6.4% |
| All | +32.5% | +0.4% | +32.1% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 3y: compounded portfolio wealth divided by compounded TRU 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…
3y analysis · Full analysis span regression · 6 months rolling