+40.9%
FFIV vs ACGL
+168.9%
-128.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.1% |
| 7D | -2.1% | -1.1% | -1.0% | -1.9% |
| 30D | -33.8% | +13.1% | -46.9% | -35.4% |
| 3M | -20.6% | +9.8% | -30.4% | -22.1% |
| 6M | -10.2% | +15.3% | -25.5% | -13.1% |
| YTD | +24.5% | +12.7% | +11.8% | +20.7% |
| 1Y | +29.3% | +20.7% | +8.6% | +23.1% |
| 3Y | +103.8% | +34.3% | +69.5% | +86.3% |
| 5Y | +40.9% | +170.6% | -129.7% | -6.9% |
| All | +40.9% | +168.9% | -128.0% | -6.9% |
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