-6.2%
DOW vs ACGL
+252.0%
-258.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.8% |
| 7D | -9.4% | -1.1% | -8.3% | -9.0% |
| 30D | +8.9% | +13.1% | -4.2% | +2.3% |
| 3M | +6.7% | +9.8% | -3.0% | +1.6% |
| 6M | -14.2% | +15.3% | -29.5% | -20.8% |
| YTD | +36.9% | +12.7% | +24.2% | +26.6% |
| 1Y | +45.8% | +20.7% | +25.0% | +29.9% |
| 3Y | -23.9% | +34.3% | -58.2% | -38.7% |
| 5Y | -30.8% | +170.6% | -201.4% | -66.1% |
| All | -6.2% | +252.0% | -258.2% | -58.1% |
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