+603.1%
RIO vs ACGL
+263.8%
+339.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.3% |
| 7D | +1.9% | -2.9% | +4.9% | +2.8% |
| 30D | +5.0% | -2.8% | +7.8% | +5.8% |
| 3M | +5.1% | +6.8% | -1.7% | +2.3% |
| 6M | +17.6% | -1.5% | +19.2% | +17.3% |
| YTD | +36.3% | -0.2% | +36.5% | +34.9% |
| 1Y | +71.2% | +5.3% | +65.9% | +65.9% |
| 3Y | +102.7% | +30.3% | +72.4% | +76.2% |
| 5Y | +99.6% | +151.8% | -52.2% | +29.2% |
| 10Y | +603.1% | +266.9% | +336.3% | +272.9% |
| All | +603.1% | +263.8% | +339.3% | +272.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling