+340.0%
IR vs ACGL
+262.5%
+77.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.6% |
| 7D | +1.5% | +1.3% | +0.3% | +0.8% |
| 30D | +9.0% | +14.2% | -5.2% | +1.9% |
| 3M | -0.9% | +11.1% | -11.9% | -6.3% |
| 6M | +13.4% | +16.4% | -2.9% | +4.2% |
| YTD | +8.5% | +13.8% | -5.3% | +0.4% |
| 1Y | +11.3% | +21.6% | -10.3% | -0.4% |
| 3Y | +26.0% | +33.5% | -7.5% | +3.8% |
| 5Y | +47.9% | +174.8% | -127.0% | -21.0% |
| All | +340.0% | +262.5% | +77.5% | +86.6% |
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