+20.2%
RF vs ACGL
+21.8%
-1.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.0% |
| 7D | -0.1% | -1.1% | +1.0% | +0.1% |
| 30D | +7.0% | +13.1% | -6.1% | +3.6% |
| 3M | -7.0% | +9.8% | -16.8% | -9.3% |
| 6M | +6.8% | +15.3% | -8.5% | +2.3% |
| YTD | +9.9% | +12.7% | -2.8% | +5.2% |
| All | +20.2% | +21.8% | -1.6% | +11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling