+337.1%
IR vs ACGL
+262.8%
+74.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +4.2% | -1.2% | +5.4% | +4.8% |
| 30D | +8.1% | +12.8% | -4.7% | +1.6% |
| 3M | +0.7% | +12.3% | -11.6% | -5.3% |
| 6M | +16.6% | +15.8% | +0.8% | +7.4% |
| YTD | +7.8% | +13.9% | -6.1% | -0.3% |
| 1Y | +9.9% | +19.0% | -9.1% | -0.6% |
| 3Y | +25.2% | +33.7% | -8.5% | +3.1% |
| 5Y | +46.8% | +173.4% | -126.6% | -21.4% |
| All | +337.1% | +262.8% | +74.3% | +85.3% |
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