+46.0%
RF vs ACGL
+174.9%
-128.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.3% | -1.4% | 0.0% | -0.8% |
| 30D | +4.6% | +12.4% | -7.7% | -0.4% |
| 3M | -8.4% | +11.1% | -19.6% | -12.5% |
| 6M | +8.9% | +16.3% | -7.5% | +1.6% |
| YTD | +8.8% | +13.8% | -5.0% | +2.3% |
| 1Y | +18.9% | +20.4% | -1.5% | +9.0% |
| 3Y | +116.0% | +33.6% | +82.4% | +85.0% |
| 5Y | +46.0% | +176.8% | -130.8% | -30.7% |
| All | +46.0% | +174.9% | -128.9% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling