+90.9%
IT vs ACGL
+329.5%
-238.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.1% | +2.1% |
| 7D | -6.8% | -1.4% | -5.5% | -6.2% |
| 30D | -0.6% | +12.4% | -12.9% | -5.8% |
| 3M | +3.1% | +11.1% | -8.0% | -1.7% |
| 6M | +25.5% | +16.3% | +9.1% | +17.3% |
| YTD | -23.5% | +13.8% | -37.3% | -28.2% |
| 1Y | -16.6% | +20.4% | -37.1% | -23.8% |
| 3Y | -53.1% | +33.6% | -86.7% | -60.4% |
| 5Y | -41.4% | +176.8% | -218.3% | -67.3% |
| 10Y | +90.9% | +324.6% | -233.6% | -21.2% |
| All | +90.9% | +329.5% | -238.5% | -21.2% |
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