+222.2%
ACWI vs ACGL
+332.3%
-110.1%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.4% |
| 7D | +0.3% | -1.1% | +1.4% | +0.7% |
| 30D | -2.8% | +13.1% | -16.0% | -6.7% |
| 3M | -3.2% | +9.8% | -12.9% | -6.3% |
| 6M | +1.3% | +15.3% | -14.0% | -4.0% |
| YTD | +11.2% | +12.7% | -1.5% | +5.8% |
| 1Y | +13.8% | +20.7% | -6.9% | +5.6% |
| 3Y | +76.2% | +34.3% | +41.9% | +53.6% |
| 5Y | +59.5% | +170.6% | -111.1% | +2.7% |
| 10Y | +222.2% | +330.6% | -108.4% | +76.5% |
| All | +222.2% | +332.3% | -110.1% | +76.5% |
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