+313.3%
LOW vs ACGL
+332.3%
-19.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.8% | +2.6% | +3.1% |
| 7D | +6.4% | -1.1% | +7.5% | +6.9% |
| 30D | +25.6% | +13.1% | +12.4% | +20.0% |
| 3M | +4.6% | +9.8% | -5.2% | +1.0% |
| 6M | +2.5% | +15.3% | -12.7% | -3.0% |
| YTD | -1.6% | +12.7% | -14.4% | -6.4% |
| 1Y | +1.7% | +20.7% | -19.0% | -5.7% |
| 3Y | +29.4% | +34.3% | -4.9% | +11.7% |
| 5Y | +9.6% | +170.6% | -161.0% | -33.2% |
| 10Y | +313.3% | +330.6% | -17.3% | +98.0% |
| All | +313.3% | +332.3% | -19.0% | +98.0% |
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