+21.2%
RF vs ACGL
+26.1%
-4.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.1% |
| 7D | -1.6% | +6.4% | -8.0% | -3.3% |
| 30D | +5.0% | +16.6% | -11.6% | +0.8% |
| 3M | -10.0% | +11.6% | -21.6% | -12.6% |
| 6M | +3.3% | +17.5% | -14.1% | -1.6% |
| YTD | +7.9% | +15.3% | -7.3% | +2.6% |
| 1Y | +21.2% | +26.3% | -5.1% | +9.4% |
| All | +21.2% | +26.1% | -4.9% | +9.4% |
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