+894.6%
FIX vs ACGL
+174.7%
+719.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -0.1% | -11.5% | -11.6% |
| 7D | -27.2% | +6.4% | -33.6% | -28.3% |
| 30D | -46.9% | +16.6% | -63.5% | -48.9% |
| 3M | -44.4% | +11.6% | -56.0% | -46.0% |
| 6M | -50.9% | +17.5% | -68.4% | -53.4% |
| YTD | +3.5% | +15.3% | -11.7% | -1.9% |
| 1Y | -2.1% | +26.3% | -28.4% | -10.7% |
| 3Y | +418.7% | +35.9% | +382.8% | +339.6% |
| 5Y | +894.6% | +168.2% | +726.4% | +418.4% |
| All | +894.6% | +174.7% | +719.9% | +418.4% |
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