+34.5%
D vs ACGL
+276.1%
-241.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | +1.5% | -0.7% | +2.2% | +1.7% |
| 30D | -2.6% | -1.0% | -1.6% | -2.3% |
| 3M | 0.0% | +11.0% | -11.0% | -3.6% |
| 6M | +7.4% | -0.3% | +7.7% | +7.1% |
| YTD | +15.9% | +2.3% | +13.6% | +14.4% |
| 1Y | +18.1% | +6.4% | +11.7% | +14.9% |
| 3Y | +58.4% | +34.0% | +24.4% | +39.6% |
| 5Y | +5.2% | +161.6% | -156.4% | -30.2% |
| All | +34.5% | +276.1% | -241.6% | -20.4% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling