+145.3%
DAL vs ACGL
+276.1%
-130.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.9% |
| 7D | +0.1% | -0.7% | +0.9% | +0.5% |
| 30D | -13.9% | -1.0% | -12.9% | -13.5% |
| 3M | +1.1% | +11.0% | -10.0% | -5.8% |
| 6M | +26.2% | -0.3% | +26.6% | +25.2% |
| YTD | +16.4% | +2.3% | +14.2% | +13.0% |
| 1Y | +33.9% | +6.4% | +27.5% | +26.1% |
| 3Y | +93.4% | +34.0% | +59.4% | +48.5% |
| 5Y | +106.4% | +161.6% | -55.3% | -5.5% |
| All | +145.3% | +276.1% | -130.8% | -2.6% |
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