+504.6%
NOW vs ACGL
+332.3%
+172.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -3.1% | -1.1% | -2.0% | -2.8% |
| 30D | -27.0% | +13.1% | -40.2% | -30.4% |
| 3M | -17.7% | +9.8% | -27.5% | -20.7% |
| 6M | +12.7% | +15.3% | -2.6% | +6.9% |
| YTD | -32.9% | +12.7% | -45.6% | -36.2% |
| 1Y | -40.4% | +20.7% | -61.1% | -44.8% |
| 3Y | -17.1% | +34.3% | -51.4% | -28.1% |
| 5Y | -25.7% | +170.6% | -196.3% | -52.2% |
| 10Y | +504.6% | +330.6% | +174.0% | +210.5% |
| All | +504.6% | +332.3% | +172.3% | +210.5% |
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