+328.9%
CME vs ACGL
+337.7%
-8.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.5% | +0.8% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | +13.2% | +13.7% | -0.5% | +7.5% |
| 3M | +16.3% | +8.0% | +8.2% | +12.7% |
| 6M | +7.1% | +13.3% | -6.1% | +1.6% |
| YTD | +15.8% | +11.8% | +4.0% | +9.9% |
| 1Y | +17.1% | +22.2% | -5.2% | +7.1% |
| 3Y | +63.2% | +32.5% | +30.7% | +40.1% |
| 5Y | +70.2% | +160.2% | -90.0% | +2.5% |
| All | +328.9% | +337.7% | -8.8% | +84.3% |
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