+2,105.4%
FIX vs ACGL
+161.8%
+1,943.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +6.0% | -0.7% | +6.8% | +6.2% |
| 30D | -7.2% | -1.0% | -6.2% | -7.1% |
| 3M | -15.9% | +11.0% | -26.9% | -19.4% |
| 6M | +12.7% | -0.3% | +13.1% | +11.7% |
| YTD | +72.8% | +2.3% | +70.5% | +68.6% |
| 1Y | +122.9% | +6.4% | +116.5% | +113.1% |
| 3Y | +774.3% | +34.0% | +740.4% | +611.6% |
| All | +2,105.4% | +161.8% | +1,943.7% | +1,021.0% |
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