+65.7%
DIA vs ACGL
+161.8%
-96.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.1% |
| 7D | -0.2% | -0.7% | +0.6% | 0.0% |
| 30D | -1.5% | -1.0% | -0.5% | -1.3% |
| 3M | +3.8% | +11.0% | -7.3% | +0.6% |
| 6M | +10.3% | -0.3% | +10.6% | +10.0% |
| YTD | +12.1% | +2.3% | +9.8% | +10.8% |
| 1Y | +18.6% | +6.4% | +12.3% | +15.8% |
| 3Y | +60.6% | +34.0% | +26.7% | +43.4% |
| All | +65.7% | +161.8% | -96.1% | +10.6% |
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