+79.8%
F vs ACGL
+337.7%
-257.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | +0.8% |
| 7D | +1.6% | +0.9% | +0.7% | +1.1% |
| 30D | +2.6% | +13.7% | -11.1% | -3.8% |
| 3M | -8.8% | +8.0% | -16.9% | -12.4% |
| 6M | +4.6% | +13.3% | -8.7% | -2.8% |
| YTD | -1.9% | +11.8% | -13.7% | -8.6% |
| 1Y | -0.8% | +22.2% | -23.0% | -11.9% |
| 3Y | +43.5% | +32.5% | +11.0% | +17.4% |
| 5Y | -12.1% | +160.2% | -172.3% | -53.6% |
| All | +79.8% | +337.7% | -257.9% | -39.8% |
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 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