+90.1%
RF vs ACGL
+161.8%
-71.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.7% |
| 7D | +1.3% | -0.7% | +2.1% | +1.6% |
| 30D | -3.6% | -1.0% | -2.6% | -3.2% |
| 3M | +8.1% | +11.0% | -3.0% | +3.0% |
| 6M | +11.5% | -0.3% | +11.8% | +11.1% |
| YTD | +15.6% | +2.3% | +13.3% | +13.7% |
| 1Y | +15.7% | +6.4% | +9.3% | +11.7% |
| 3Y | +86.9% | +34.0% | +52.9% | +55.9% |
| All | +90.1% | +161.8% | -71.7% | -0.6% |
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