-41.5%
ACHR vs ACGL
+178.4%
-219.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | +4.9% | -2.9% | +7.8% | +5.2% |
| 30D | +4.3% | -2.8% | +7.1% | +4.6% |
| 3M | +1.7% | +6.8% | -5.1% | +0.6% |
| 6M | -6.9% | -1.5% | -5.3% | -7.0% |
| YTD | -22.5% | -0.2% | -22.3% | -22.9% |
| 1Y | -31.5% | +5.3% | -36.8% | -32.6% |
| 3Y | -14.4% | +30.3% | -44.7% | -21.2% |
| 5Y | -41.6% | +151.8% | -193.5% | -54.7% |
| All | -41.5% | +178.4% | -219.9% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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