+489.4%
NDAQ vs ACGL
+322.9%
+166.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.7% | -1.2% | +2.9% | +2.2% |
| 30D | +16.2% | +12.8% | +3.4% | +10.9% |
| 3M | +14.0% | +12.3% | +1.7% | +8.9% |
| 6M | +22.3% | +15.8% | +6.4% | +15.1% |
| YTD | +13.0% | +13.9% | -0.9% | +6.6% |
| 1Y | +24.0% | +19.0% | +5.0% | +14.9% |
| 3Y | +117.1% | +33.7% | +83.4% | +87.6% |
| 5Y | +67.5% | +173.4% | -105.9% | +2.1% |
| All | +489.4% | +322.9% | +166.5% | +179.5% |
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