+48.3%
D vs ACGL
+332.0%
-283.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.8% | -0.1% |
| 7D | +2.4% | +1.3% | +1.1% | +2.0% |
| 30D | +10.9% | +14.2% | -3.3% | +6.2% |
| 3M | +2.8% | +11.1% | -8.2% | -0.7% |
| 6M | +12.7% | +16.4% | -3.7% | +7.0% |
| YTD | +20.3% | +13.8% | +6.5% | +14.7% |
| 1Y | +17.1% | +21.6% | -4.4% | +9.2% |
| 3Y | +75.1% | +33.5% | +41.6% | +55.5% |
| 5Y | +13.1% | +174.8% | -161.7% | -25.8% |
| 10Y | +48.3% | +330.4% | -282.1% | -9.7% |
| All | +48.3% | +332.0% | -283.8% | -9.7% |
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