+488.5%
NDAQ vs ACGL
+324.4%
+164.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +1.3% | +2.2% | -0.9% | +0.4% |
| 30D | +18.0% | +12.3% | +5.6% | +12.8% |
| 3M | +11.5% | +11.8% | -0.3% | +6.7% |
| 6M | +21.1% | +17.5% | +3.6% | +13.4% |
| YTD | +12.8% | +14.3% | -1.5% | +6.3% |
| 1Y | +25.7% | +18.2% | +7.5% | +16.8% |
| 3Y | +116.8% | +33.2% | +83.7% | +87.7% |
| 5Y | +67.3% | +174.3% | -107.1% | +1.8% |
| All | +488.5% | +324.4% | +164.1% | +178.7% |
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