+95.6%
F vs ACGL
+276.1%
-180.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.3% |
| 7D | +5.3% | -0.7% | +6.1% | +5.7% |
| 30D | +4.6% | -1.0% | +5.6% | +5.0% |
| 3M | -3.7% | +11.0% | -14.7% | -9.3% |
| 6M | +16.8% | -0.3% | +17.1% | +15.7% |
| YTD | +15.3% | +2.3% | +13.0% | +12.3% |
| 1Y | +31.0% | +6.4% | +24.6% | +24.5% |
| 3Y | +45.4% | +34.0% | +11.5% | +16.9% |
| 5Y | +54.7% | +161.6% | -107.0% | -19.2% |
| All | +95.6% | +276.1% | -180.5% | -17.4% |
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