+299.5%
CME vs ACGL
+332.3%
-32.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.8% |
| 7D | -0.6% | -1.1% | +0.5% | -0.2% |
| 30D | +8.5% | +13.1% | -4.6% | +3.3% |
| 3M | +16.0% | +9.8% | +6.3% | +11.7% |
| 6M | +9.3% | +15.3% | -5.9% | +3.0% |
| YTD | +15.3% | +12.7% | +2.6% | +9.1% |
| 1Y | +14.4% | +20.7% | -6.3% | +5.2% |
| 3Y | +59.9% | +34.3% | +25.6% | +36.6% |
| 5Y | +69.4% | +170.6% | -101.2% | +0.2% |
| 10Y | +299.5% | +330.6% | -31.1% | +75.1% |
| All | +299.5% | +332.3% | -32.8% | +75.1% |
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