+707.9%
P vs ACGL
+332.3%
+375.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.8% | +5.5% | +6.0% |
| 7D | -9.6% | -1.1% | -8.5% | -9.4% |
| 30D | -33.4% | +13.1% | -46.6% | -36.6% |
| 3M | +14.2% | +9.8% | +4.4% | +9.7% |
| 6M | +31.6% | +15.3% | +16.3% | +23.1% |
| YTD | +53.5% | +12.7% | +40.8% | +43.4% |
| 1Y | +14.2% | +20.7% | -6.5% | +3.5% |
| 3Y | +190.5% | +34.3% | +156.2% | +140.0% |
| 5Y | +256.3% | +170.6% | +85.7% | +97.5% |
| 10Y | +707.9% | +330.6% | +377.3% | +250.1% |
| All | +707.9% | +332.3% | +375.5% | +250.1% |
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