+130.7%
C vs ACGL
+161.8%
-31.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +3.6% | -0.7% | +4.4% | +3.9% |
| 30D | +0.1% | -1.0% | +1.1% | +0.3% |
| 3M | +2.4% | +11.0% | -8.6% | -1.5% |
| 6M | +24.9% | -0.3% | +25.3% | +24.5% |
| YTD | +19.8% | +2.3% | +17.5% | +17.9% |
| 1Y | +44.9% | +6.4% | +38.5% | +40.3% |
| 3Y | +263.0% | +34.0% | +229.0% | +214.4% |
| All | +130.7% | +161.8% | -31.1% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling