+3,459.3%
FIX vs ACGL
+351.1%
+3,108.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.5% |
| 7D | -27.2% | +6.4% | -33.6% | -30.0% |
| 30D | -46.9% | +16.6% | -63.5% | -51.6% |
| 3M | -44.4% | +11.6% | -56.0% | -48.2% |
| 6M | -50.9% | +17.5% | -68.4% | -56.4% |
| YTD | +3.5% | +15.3% | -11.7% | -8.2% |
| 1Y | -2.1% | +26.3% | -28.4% | -18.2% |
| 3Y | +418.7% | +35.9% | +382.8% | +291.2% |
| 5Y | +894.6% | +168.2% | +726.4% | +344.1% |
| All | +3,459.3% | +351.1% | +3,108.2% | +841.5% |
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