+785.4%
MSCI vs ACGL
+337.7%
+447.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.1% |
| 7D | +2.8% | +0.9% | +2.0% | +2.5% |
| 30D | +15.4% | +13.7% | +1.7% | +9.6% |
| 3M | +13.4% | +8.0% | +5.4% | +9.9% |
| 6M | +10.9% | +13.3% | -2.4% | +5.2% |
| YTD | +13.0% | +11.8% | +1.1% | +7.3% |
| 1Y | +12.0% | +22.2% | -10.2% | +2.5% |
| 3Y | +34.1% | +32.5% | +1.6% | +15.6% |
| 5Y | +3.9% | +160.2% | -156.3% | -35.7% |
| All | +785.4% | +337.7% | +447.7% | +351.4% |
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