+581.1%
ON vs ACGL
+270.2%
+311.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.8% |
| 7D | +2.4% | -0.7% | +3.2% | +2.8% |
| 30D | -3.3% | -1.0% | -2.3% | -3.0% |
| 3M | -43.6% | +11.0% | -54.6% | -47.7% |
| 6M | +19.0% | -0.3% | +19.3% | +16.1% |
| YTD | +37.4% | +2.3% | +35.1% | +31.8% |
| 1Y | +54.8% | +6.4% | +48.4% | +44.3% |
| 3Y | -25.2% | +34.0% | -59.1% | -43.0% |
| 5Y | +62.7% | +161.6% | -98.9% | -23.6% |
| All | +581.1% | +270.2% | +311.0% | +174.9% |
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