+33.2%
ACGL vs USFR
+14.4%
+18.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.2% |
| 7D | +2.2% | +0.1% | +2.1% | +1.7% |
| 30D | +12.3% | +0.4% | +11.9% | +9.2% |
| 3M | +11.8% | +1.1% | +10.8% | +2.5% |
| 6M | +17.5% | +2.0% | +15.4% | -1.0% |
| YTD | +14.3% | +3.5% | +10.8% | -15.0% |
| 1Y | +18.2% | +4.1% | +14.1% | -17.0% |
| 3Y | +33.2% | +14.4% | +18.8% | -69.8% |
| All | +33.2% | +14.4% | +18.8% | -69.8% |
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 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