+483.5%
ACGL vs USFR
+27.5%
+456.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -0.7% | +0.1% | -0.8% | -0.8% |
| 30D | -1.0% | +0.3% | -1.3% | -1.1% |
| 3M | +11.0% | +1.0% | +10.0% | +10.6% |
| 6M | -0.3% | +1.9% | -2.3% | -1.2% |
| YTD | +2.3% | +2.6% | -0.3% | +1.1% |
| 1Y | +6.4% | +4.0% | +2.4% | +4.6% |
| 3Y | +34.0% | +14.1% | +19.9% | +26.9% |
| 5Y | +161.6% | +20.4% | +141.2% | +143.0% |
| 10Y | +278.6% | +28.0% | +250.6% | +245.3% |
| All | +483.5% | +27.5% | +456.0% | +427.9% |
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