+119.3%
DG vs ACGL
+332.3%
-213.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +7.4% | +13.1% | -5.7% | +5.1% |
| 3M | +8.5% | +9.8% | -1.3% | +6.7% |
| 6M | +21.9% | +15.3% | +6.6% | +18.8% |
| YTD | +4.9% | +12.7% | -7.8% | +2.5% |
| 1Y | +40.4% | +20.7% | +19.7% | +35.6% |
| 3Y | +23.5% | +34.3% | -10.8% | +15.1% |
| 5Y | -32.3% | +170.6% | -202.9% | -46.4% |
| 10Y | +119.3% | +330.6% | -211.3% | +52.4% |
| All | +119.3% | +332.3% | -213.0% | +52.4% |
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