+345.2%
IR vs ACGL
+259.1%
+86.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.8% | +3.9% | +4.3% |
| 7D | +5.0% | -1.1% | +6.1% | +5.5% |
| 30D | +10.3% | +13.1% | -2.8% | +3.6% |
| 3M | -0.1% | +9.8% | -9.9% | -5.0% |
| 6M | +14.8% | +15.3% | -0.5% | +5.9% |
| YTD | +9.7% | +12.7% | -3.0% | +2.1% |
| 1Y | +12.2% | +20.7% | -8.5% | +0.8% |
| 3Y | +30.0% | +34.3% | -4.3% | +6.7% |
| 5Y | +46.8% | +170.6% | -123.8% | -20.9% |
| All | +345.2% | +259.1% | +86.1% | +89.7% |
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