+78.2%
O vs ACGL
+332.3%
-254.1%
-48.3%
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% | +0.4% |
| 7D | +3.3% | -1.1% | +4.4% | +3.8% |
| 30D | +10.3% | +13.1% | -2.8% | +4.6% |
| 3M | -3.5% | +9.8% | -13.3% | -7.4% |
| 6M | -1.3% | +15.3% | -16.5% | -7.4% |
| YTD | +10.3% | +12.7% | -2.4% | +4.1% |
| 1Y | +10.4% | +20.7% | -10.3% | +1.0% |
| 3Y | +40.0% | +34.3% | +5.7% | +18.2% |
| 5Y | +12.4% | +170.6% | -158.2% | -37.0% |
| 10Y | +78.2% | +330.6% | -252.4% | -11.2% |
| All | +78.2% | +332.3% | -254.1% | -11.2% |
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