+254.6%
DGX vs ACGL
+270.1%
-15.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -2.2% | -2.1% | -0.1% | -1.6% |
| 30D | -0.9% | -2.2% | +1.3% | -0.3% |
| 3M | +15.6% | +6.3% | +9.3% | +13.3% |
| 6M | +17.8% | +0.5% | +17.3% | +17.4% |
| YTD | +37.5% | +0.2% | +37.3% | +36.9% |
| 1Y | +31.2% | +7.3% | +23.9% | +27.7% |
| 3Y | +96.6% | +30.8% | +65.8% | +76.8% |
| 5Y | +64.9% | +155.8% | -90.9% | +15.4% |
| 10Y | +254.6% | +276.3% | -21.7% | +104.9% |
| All | +254.6% | +270.1% | -15.5% | +104.9% |
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