+36.0%
ACGL vs USFR
+14.1%
+21.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -0.7% | +0.1% | -0.8% | -1.0% |
| 30D | -1.0% | +0.3% | -1.3% | -2.5% |
| 3M | +11.0% | +1.0% | +10.0% | +5.8% |
| 6M | -0.3% | +1.9% | -2.3% | -8.8% |
| YTD | +2.3% | +2.6% | -0.3% | -9.2% |
| 1Y | +6.4% | +4.0% | +2.4% | -11.4% |
| All | +36.0% | +14.1% | +21.9% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling