+556.1%
ON vs ACGL
+329.5%
+226.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.7% | +5.7% |
| 7D | +3.3% | -1.4% | +4.7% | +4.0% |
| 30D | -3.1% | +12.4% | -15.5% | -8.9% |
| 3M | -9.2% | +11.1% | -20.3% | -14.5% |
| 6M | -31.4% | +16.3% | -47.7% | -38.2% |
| YTD | +36.0% | +13.8% | +22.1% | +23.1% |
| 1Y | +52.0% | +20.4% | +31.6% | +33.3% |
| 3Y | +9.3% | +33.6% | -24.3% | -14.9% |
| 5Y | +26.5% | +176.8% | -150.3% | -42.2% |
| 10Y | +556.1% | +324.6% | +231.6% | +144.8% |
| All | +556.1% | +329.5% | +226.7% | +144.8% |
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