+68.1%
DD vs ACGL
+176.7%
-108.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +6.7% | -1.2% | +7.9% | +7.1% |
| 30D | +19.4% | +12.8% | +6.6% | +14.6% |
| 3M | +7.6% | +12.3% | -4.7% | +3.3% |
| 6M | +2.9% | +15.8% | -12.9% | -2.7% |
| YTD | +29.9% | +13.9% | +16.0% | +23.2% |
| 1Y | +28.6% | +19.0% | +9.6% | +20.0% |
| 3Y | +90.0% | +33.7% | +56.3% | +66.7% |
| 5Y | +68.1% | +173.4% | -105.3% | -6.6% |
| All | +68.1% | +176.7% | -108.5% | -6.6% |
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 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