+409.2%
ACGL vs TRU
+251.7%
+157.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.1% |
| 7D | -1.1% | +4.9% | -6.0% | -2.4% |
| 30D | +13.1% | +26.9% | -13.8% | +5.8% |
| 3M | +9.8% | +4.0% | +5.8% | +8.1% |
| 6M | +15.3% | +15.8% | -0.5% | +9.7% |
| YTD | +12.7% | -2.6% | +15.3% | +11.3% |
| 1Y | +20.7% | +3.9% | +16.9% | +16.9% |
| 3Y | +34.3% | +59.2% | -24.9% | +7.2% |
| 5Y | +170.6% | -25.7% | +196.2% | +176.3% |
| 10Y | +330.6% | +179.3% | +151.3% | +222.3% |
| All | +409.2% | +251.7% | +157.5% | +279.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling