+14.6%
D vs ACGL
+168.9%
-154.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | +0.8% | -1.1% | +1.9% | +1.0% |
| 30D | +10.7% | +13.1% | -2.4% | +8.0% |
| 3M | +2.3% | +9.8% | -7.5% | +0.3% |
| 6M | +12.5% | +15.3% | -2.8% | +9.1% |
| YTD | +20.1% | +12.7% | +7.4% | +16.8% |
| 1Y | +15.6% | +20.7% | -5.2% | +10.8% |
| 3Y | +75.2% | +34.3% | +40.9% | +64.7% |
| 5Y | +14.6% | +170.6% | -156.0% | -12.1% |
| All | +14.6% | +168.9% | -154.3% | -12.1% |
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 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