+26.5%
ACGL vs USFR
+4.1%
+22.4%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | 0.0% | +2.7% | +2.7% |
| 7D | +8.0% | +0.1% | +7.9% | +7.7% |
| 30D | +17.3% | +0.4% | +16.9% | +16.4% |
| 3M | +11.2% | +1.1% | +10.2% | +7.2% |
| 6M | +18.2% | +2.0% | +16.2% | +13.3% |
| YTD | +15.4% | +3.4% | +12.0% | +15.3% |
| 1Y | +26.5% | +4.1% | +22.4% | +35.8% |
| All | +26.5% | +4.1% | +22.4% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling