+67.8%
IVV vs ACGL
+174.7%
-106.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.1% | -4.3% | -4.4% |
| 7D | -4.8% | +6.4% | -11.1% | -6.1% |
| 30D | -5.9% | +16.6% | -22.5% | -9.1% |
| 3M | -4.5% | +11.6% | -16.1% | -6.9% |
| 6M | +1.8% | +17.5% | -15.6% | -2.2% |
| YTD | +8.4% | +15.3% | -6.9% | +4.2% |
| 1Y | +9.4% | +26.3% | -16.9% | +2.5% |
| 3Y | +75.3% | +35.9% | +39.3% | +57.6% |
| 5Y | +67.8% | +168.2% | -100.4% | +9.3% |
| All | +67.8% | +174.7% | -106.9% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling