+380.5%
NDAQ vs ACGL
+270.2%
+110.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.2% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +2.5% | -1.0% | +3.5% | +2.8% |
| 3M | +9.9% | +11.0% | -1.1% | +5.3% |
| 6M | +9.4% | -0.3% | +9.8% | +9.2% |
| YTD | +0.4% | +2.3% | -1.9% | -1.2% |
| 1Y | +4.0% | +6.4% | -2.3% | +0.5% |
| 3Y | +94.4% | +34.0% | +60.4% | +66.7% |
| 5Y | +56.7% | +161.6% | -104.9% | -3.4% |
| All | +380.5% | +270.2% | +110.3% | +142.9% |
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