+108.5%
RF vs ACGL
+31.5%
+77.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.4% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | +6.0% | +13.7% | -7.7% | +2.5% |
| 3M | -8.9% | +8.0% | -16.9% | -10.8% |
| 6M | +2.3% | +13.3% | -10.9% | -1.3% |
| YTD | +7.6% | +11.8% | -4.3% | +3.9% |
| 1Y | +21.2% | +22.2% | -1.1% | +14.3% |
| 3Y | +108.5% | +32.5% | +76.1% | +122.3% |
| All | +108.5% | +31.5% | +77.0% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling