+538.1%
ACGL vs USFR
+28.5%
+509.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +13.7% | +0.4% | +13.3% | +13.5% |
| 3M | +8.0% | +1.1% | +7.0% | +7.5% |
| 6M | +13.3% | +2.1% | +11.2% | +12.3% |
| YTD | +11.8% | +3.4% | +8.4% | +10.2% |
| 1Y | +22.2% | +4.1% | +18.1% | +20.1% |
| 3Y | +32.5% | +14.4% | +18.1% | +25.3% |
| 5Y | +160.2% | +21.3% | +138.8% | +140.9% |
| 10Y | +338.5% | +28.5% | +310.1% | +299.1% |
| All | +538.1% | +28.5% | +509.6% | +475.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling