+90.3%
IT vs ACGL
+332.3%
-242.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -18.8% | -1.1% | -17.7% | -18.3% |
| 30D | -0.1% | +13.1% | -13.2% | -5.6% |
| 3M | +2.9% | +9.8% | -6.9% | -1.2% |
| 6M | +20.4% | +15.3% | +5.1% | +13.1% |
| YTD | -24.3% | +12.7% | -37.0% | -28.6% |
| 1Y | -17.2% | +20.7% | -37.9% | -24.4% |
| 3Y | -52.4% | +34.3% | -86.7% | -59.9% |
| 5Y | -43.7% | +170.6% | -214.3% | -68.2% |
| 10Y | +90.3% | +330.6% | -240.3% | -22.5% |
| All | +90.3% | +332.3% | -242.0% | -22.5% |
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