+56.0%
OVV vs ACGL
+324.4%
-268.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.5% |
| 7D | +8.0% | +2.2% | +5.9% | +6.5% |
| 30D | -2.0% | +12.3% | -14.3% | -9.7% |
| 3M | +5.4% | +11.8% | -6.4% | -2.6% |
| 6M | +14.3% | +17.5% | -3.2% | +1.2% |
| YTD | +69.4% | +14.3% | +55.2% | +50.9% |
| 1Y | +72.4% | +18.2% | +54.2% | +49.7% |
| 3Y | +58.4% | +33.2% | +25.2% | +20.3% |
| 5Y | +106.1% | +174.3% | -68.2% | -16.6% |
| All | +56.0% | +324.4% | -268.4% | -36.0% |
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