+189.9%
LQD vs ACGL
+3,299.8%
-3,109.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | 0.0% |
| 7D | -0.4% | -0.7% | +0.3% | -0.4% |
| 30D | -0.8% | -1.0% | +0.2% | -0.7% |
| 3M | -1.9% | +11.0% | -13.0% | -2.3% |
| 6M | -2.7% | -0.3% | -2.3% | -2.7% |
| YTD | -1.3% | +2.3% | -3.5% | -1.4% |
| 1Y | 0.0% | +6.4% | -6.4% | -0.3% |
| 3Y | +14.9% | +34.0% | -19.1% | +13.6% |
| 5Y | -4.6% | +161.6% | -166.2% | -7.9% |
| 10Y | +22.0% | +278.6% | -256.6% | +16.0% |
| All | +189.9% | +3,299.8% | -3,109.9% | +159.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling