+118.1%
DAL vs ACGL
+351.1%
-233.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | +4.6% | +6.4% | -1.8% | +0.7% |
| 30D | +2.3% | +16.6% | -14.3% | -7.0% |
| 3M | -8.1% | +11.6% | -19.7% | -14.3% |
| 6M | +21.4% | +17.5% | +4.0% | +8.8% |
| YTD | +24.3% | +15.3% | +9.0% | +11.9% |
| 1Y | +47.4% | +26.3% | +21.1% | +25.1% |
| 3Y | +164.6% | +35.9% | +128.7% | +104.2% |
| 5Y | +100.2% | +168.2% | -67.9% | -9.0% |
| All | +118.1% | +351.1% | -233.0% | -27.7% |
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