+362.0%
ACGL vs TRU
+238.0%
+124.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.9% | +4.2% | -0.1% |
| 7D | -0.7% | -6.8% | +6.0% | +1.1% |
| 30D | -1.0% | 0.0% | -1.0% | -1.1% |
| 3M | +11.0% | +13.3% | -2.2% | +6.9% |
| 6M | -0.3% | +3.4% | -3.8% | -2.1% |
| YTD | +2.3% | -6.4% | +8.7% | +2.5% |
| 1Y | +6.4% | -9.7% | +16.1% | +7.0% |
| 3Y | +34.0% | +0.1% | +33.8% | +24.2% |
| 5Y | +161.6% | -34.0% | +195.7% | +180.6% |
| 10Y | +278.6% | +147.9% | +130.7% | +190.6% |
| All | +362.0% | +238.0% | +124.0% | +249.1% |
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