+336.0%
IR vs ACGL
+264.0%
+71.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +2.5% | +2.2% | +0.3% | +1.4% |
| 30D | +9.2% | +12.3% | -3.1% | +2.8% |
| 3M | +0.9% | +11.8% | -10.9% | -4.8% |
| 6M | +19.2% | +17.5% | +1.8% | +9.0% |
| YTD | +7.5% | +14.3% | -6.8% | -0.7% |
| 1Y | +11.7% | +18.2% | -6.4% | +1.5% |
| 3Y | +23.9% | +33.2% | -9.2% | +2.3% |
| 5Y | +46.4% | +174.3% | -128.0% | -21.7% |
| All | +336.0% | +264.0% | +71.9% | +84.5% |
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