+2,862.1%
MSCI vs ACGL
+1,405.8%
+1,456.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.7% | +2.7% | +4.0% |
| 7D | +11.5% | +8.0% | +3.5% | +7.1% |
| 30D | +22.1% | +17.3% | +4.8% | +12.2% |
| 3M | +18.4% | +11.2% | +7.2% | +11.9% |
| 6M | +16.6% | +18.2% | -1.5% | +6.4% |
| YTD | +18.8% | +15.4% | +3.5% | +9.1% |
| 1Y | +19.0% | +26.5% | -7.6% | +3.9% |
| 3Y | +40.7% | +36.1% | +4.7% | +13.9% |
| 5Y | +7.9% | +175.9% | -168.0% | -44.0% |
| 10Y | +848.9% | +352.4% | +496.4% | +217.8% |
| All | +2,862.1% | +1,405.8% | +1,456.3% | +299.4% |
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 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