+285.1%
CME vs ACGL
+270.2%
+15.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.4% |
| 7D | -1.6% | -0.7% | -0.8% | -1.3% |
| 30D | +6.2% | -1.0% | +7.2% | +6.7% |
| 3M | +10.4% | +11.0% | -0.6% | +5.6% |
| 6M | -9.5% | -0.3% | -9.2% | -9.8% |
| YTD | +6.0% | +2.3% | +3.7% | +4.3% |
| 1Y | +9.3% | +6.4% | +2.9% | +5.6% |
| 3Y | +57.7% | +34.0% | +23.7% | +33.7% |
| 5Y | +77.7% | +161.6% | -84.0% | +5.5% |
| All | +285.1% | +270.2% | +15.0% | +86.1% |
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