+541.4%
FICO vs ACGL
+324.4%
+217.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.1% | +0.2% |
| 7D | +2.2% | +2.2% | 0.0% | +1.1% |
| 30D | +0.1% | +12.3% | -12.2% | -5.9% |
| 3M | -35.2% | +11.8% | -47.0% | -38.7% |
| 6M | -32.4% | +17.5% | -49.8% | -37.5% |
| YTD | -57.4% | +14.3% | -71.7% | -60.2% |
| 1Y | -58.5% | +18.2% | -76.7% | -61.9% |
| 3Y | -28.9% | +33.2% | -62.0% | -40.5% |
| 5Y | +91.7% | +174.3% | -82.6% | +2.6% |
| All | +541.4% | +324.4% | +217.0% | +150.7% |
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