-4.9%
DOW vs ACGL
+249.3%
-254.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.2% | -0.3% |
| 7D | -9.5% | +0.9% | -10.4% | -10.0% |
| 30D | +13.1% | +13.7% | -0.7% | +5.9% |
| 3M | +4.8% | +8.0% | -3.2% | +0.6% |
| 6M | -16.7% | +13.3% | -29.9% | -22.4% |
| YTD | +38.9% | +11.8% | +27.0% | +28.9% |
| 1Y | +48.3% | +22.2% | +26.0% | +31.2% |
| 3Y | -24.4% | +32.5% | -56.8% | -38.6% |
| 5Y | -29.2% | +160.2% | -189.4% | -64.4% |
| All | -4.9% | +249.3% | -254.2% | -57.4% |
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