-11.4%
F vs ACGL
+174.7%
-186.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +1.4% | +6.4% | -5.0% | -0.7% |
| 30D | +2.0% | +16.6% | -14.6% | -3.1% |
| 3M | -10.4% | +11.6% | -21.9% | -13.7% |
| 6M | +9.7% | +17.5% | -7.7% | +3.1% |
| YTD | -1.2% | +15.3% | -16.5% | -6.7% |
| 1Y | 0.0% | +26.3% | -26.3% | -9.0% |
| 3Y | +41.1% | +35.9% | +5.2% | +21.2% |
| 5Y | -11.4% | +168.2% | -179.6% | -54.3% |
| All | -11.4% | +174.7% | -186.1% | -54.3% |
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