+479.7%
NDAQ vs ACGL
+329.5%
+150.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | 0.0% | -1.4% | +1.3% | +0.5% |
| 30D | +16.3% | +12.4% | +4.0% | +11.2% |
| 3M | +15.8% | +11.1% | +4.7% | +11.1% |
| 6M | +24.8% | +16.3% | +8.5% | +17.3% |
| YTD | +14.1% | +13.8% | +0.3% | +7.6% |
| 1Y | +26.5% | +20.4% | +6.1% | +16.7% |
| 3Y | +119.1% | +33.6% | +85.6% | +89.4% |
| 5Y | +70.9% | +176.8% | -105.9% | +3.5% |
| 10Y | +479.7% | +324.6% | +155.1% | +173.0% |
| All | +479.7% | +329.5% | +150.3% | +173.0% |
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 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