+208.8%
C vs ACGL
+332.0%
-123.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -0.4% | +1.3% | -1.6% | -1.2% |
| 30D | -5.2% | +14.2% | -19.4% | -12.8% |
| 3M | -9.1% | +11.1% | -20.2% | -15.2% |
| 6M | -1.6% | +16.4% | -17.9% | -11.6% |
| YTD | +6.9% | +13.8% | -6.8% | -3.4% |
| 1Y | +23.0% | +21.6% | +1.4% | +6.3% |
| 3Y | +216.1% | +33.5% | +182.6% | +144.6% |
| 5Y | +112.2% | +174.8% | -62.6% | -10.2% |
| 10Y | +208.8% | +330.4% | -121.6% | -6.3% |
| All | +208.8% | +332.0% | -123.2% | -6.3% |
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