+325.3%
IR vs ACGL
+256.3%
+68.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.9% |
| 7D | +3.7% | +0.9% | +2.8% | +3.1% |
| 30D | +7.4% | +13.7% | -6.3% | +0.6% |
| 3M | -5.9% | +8.0% | -14.0% | -9.8% |
| 6M | +5.6% | +13.3% | -7.7% | -1.7% |
| YTD | +4.8% | +11.8% | -7.0% | -2.1% |
| 1Y | +6.9% | +22.2% | -15.3% | -4.6% |
| 3Y | +27.6% | +32.5% | -4.9% | +5.4% |
| 5Y | +45.8% | +160.2% | -114.4% | -19.8% |
| All | +325.3% | +256.3% | +68.9% | +81.8% |
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