+14.0%
D vs ACGL
+174.7%
-160.7%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +6.9% | +6.4% | +0.6% | +5.6% |
| 30D | +12.3% | +16.6% | -4.3% | +8.9% |
| 3M | +3.0% | +11.6% | -8.5% | +0.7% |
| 6M | +12.8% | +17.5% | -4.7% | +9.0% |
| YTD | +22.6% | +15.3% | +7.3% | +18.6% |
| 1Y | +21.7% | +26.3% | -4.6% | +15.5% |
| 3Y | +83.9% | +35.9% | +48.0% | +72.3% |
| 5Y | +14.0% | +168.2% | -154.2% | -12.2% |
| All | +14.0% | +174.7% | -160.7% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling