+748.4%
ASX vs ACGL
+337.7%
+410.7%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -3.0% | +9.4% | +7.2% |
| 7D | -19.9% | +0.9% | -20.8% | -20.2% |
| 30D | -30.9% | +13.7% | -44.6% | -33.5% |
| 3M | -15.1% | +8.0% | -23.1% | -17.3% |
| 6M | -6.5% | +13.3% | -19.8% | -11.2% |
| YTD | +98.4% | +11.8% | +86.6% | +88.2% |
| 1Y | +107.9% | +22.2% | +85.6% | +91.1% |
| 3Y | +325.3% | +32.5% | +292.8% | +265.7% |
| 5Y | +447.3% | +160.2% | +287.1% | +241.9% |
| All | +748.4% | +337.7% | +410.7% | +426.5% |
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