+30.3%
ACI vs ACGL
+294.8%
-264.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -3.0% |
| 7D | -2.2% | +0.9% | -3.1% | -2.3% |
| 30D | +10.3% | +13.7% | -3.4% | +8.4% |
| 3M | +7.2% | +8.0% | -0.9% | +6.1% |
| 6M | -18.0% | +13.3% | -31.3% | -19.5% |
| YTD | -22.0% | +11.8% | -33.8% | -23.3% |
| 1Y | -23.4% | +22.2% | -45.6% | -25.5% |
| 3Y | -35.8% | +32.5% | -68.3% | -38.3% |
| 5Y | -43.7% | +160.2% | -203.9% | -50.8% |
| All | +30.3% | +294.8% | -264.4% | +9.2% |
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