+330.6%
ACGL vs USFR
+28.5%
+302.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.1% | +0.1% | -1.1% | -1.1% |
| 30D | +13.1% | +0.4% | +12.8% | +12.8% |
| 3M | +9.8% | +1.1% | +8.7% | +8.8% |
| 6M | +15.3% | +2.0% | +13.3% | +13.3% |
| YTD | +12.7% | +3.4% | +9.3% | +9.6% |
| 1Y | +20.7% | +4.1% | +16.6% | +16.7% |
| 3Y | +34.3% | +14.3% | +20.0% | +21.3% |
| 5Y | +170.6% | +21.3% | +149.3% | +136.9% |
| 10Y | +330.6% | +28.5% | +302.1% | +274.3% |
| All | +330.6% | +28.5% | +302.1% | +274.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling