+516.0%
ON vs ACGL
+332.3%
+183.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +0.8% | +8.4% | +8.8% |
| 7D | -1.4% | -1.1% | -0.3% | -1.0% |
| 30D | -10.9% | +13.1% | -24.0% | -16.4% |
| 3M | -14.9% | +9.8% | -24.6% | -19.3% |
| 6M | -33.0% | +15.3% | -48.3% | -39.5% |
| YTD | +27.6% | +12.7% | +14.9% | +16.0% |
| 1Y | +44.5% | +20.7% | +23.8% | +26.4% |
| 3Y | +7.4% | +34.3% | -26.9% | -16.8% |
| 5Y | +18.7% | +170.6% | -151.8% | -45.0% |
| 10Y | +516.0% | +330.6% | +185.4% | +120.8% |
| All | +516.0% | +332.3% | +183.6% | +120.8% |
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