+503.8%
APP vs ACGL
+186.8%
+317.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +10.6% | -1.2% | +11.8% | +10.7% |
| 30D | +44.6% | +12.8% | +31.8% | +41.3% |
| 3M | +29.6% | +12.3% | +17.3% | +26.6% |
| 6M | -19.8% | +15.8% | -35.6% | -22.4% |
| YTD | -41.6% | +13.9% | -55.5% | -43.9% |
| 1Y | -32.7% | +19.0% | -51.7% | -36.3% |
| 3Y | +799.0% | +33.7% | +765.4% | +716.6% |
| 5Y | +250.4% | +173.4% | +77.0% | +148.2% |
| All | +503.8% | +186.8% | +317.0% | +345.2% |
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