-27.5%
DOW vs ACGL
+173.3%
-200.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.4% |
| 7D | +5.2% | +2.2% | +3.1% | +4.7% |
| 30D | +13.2% | +12.3% | +0.9% | +10.0% |
| 3M | +10.1% | +11.8% | -1.7% | +7.0% |
| 6M | -13.1% | +17.5% | -30.5% | -16.8% |
| YTD | +46.1% | +14.3% | +31.8% | +40.1% |
| 1Y | +50.0% | +18.2% | +31.9% | +42.4% |
| 3Y | -20.2% | +33.2% | -53.4% | -27.9% |
| All | -27.5% | +173.3% | -200.8% | -54.8% |
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