+1,092.2%
FIX vs ACGL
+174.9%
+917.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | 0.0% | +5.0% | +5.0% |
| 7D | +6.4% | -1.4% | +7.8% | +6.7% |
| 30D | -29.1% | +12.4% | -41.4% | -31.1% |
| 3M | -31.1% | +11.1% | -42.3% | -33.1% |
| 6M | -42.8% | +16.3% | -59.2% | -45.7% |
| YTD | +24.6% | +13.8% | +10.8% | +18.3% |
| 1Y | +21.9% | +20.4% | +1.5% | +13.1% |
| 3Y | +524.9% | +33.6% | +491.3% | +431.8% |
| 5Y | +1,092.2% | +176.8% | +915.4% | +500.0% |
| All | +1,092.2% | +174.9% | +917.3% | +500.0% |
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