+686.6%
P vs ACGL
+337.7%
+348.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +4.5% |
| 7D | -23.8% | +0.9% | -24.7% | -24.2% |
| 30D | -36.6% | +13.7% | -50.4% | -39.8% |
| 3M | +10.9% | +8.0% | +2.8% | +7.1% |
| 6M | +30.0% | +13.3% | +16.7% | +22.3% |
| YTD | +44.4% | +11.8% | +32.5% | +35.3% |
| 1Y | +3.9% | +22.2% | -18.3% | -6.4% |
| 3Y | +176.6% | +32.5% | +144.1% | +129.7% |
| 5Y | +249.3% | +160.2% | +89.1% | +97.2% |
| All | +686.6% | +337.7% | +348.9% | +222.8% |
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