+338.4%
RMD vs ACGL
+332.0%
+6.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | +3.1% | +1.3% | +1.8% | +2.7% |
| 30D | +1.8% | +14.2% | -12.4% | -2.7% |
| 3M | +6.7% | +11.1% | -4.4% | +2.9% |
| 6M | +13.9% | +16.4% | -2.5% | +8.1% |
| YTD | -2.0% | +13.8% | -15.8% | -6.6% |
| 1Y | -5.4% | +21.6% | -27.0% | -11.8% |
| 3Y | +67.4% | +33.5% | +33.8% | +47.3% |
| 5Y | -5.7% | +174.8% | -180.6% | -38.3% |
| 10Y | +338.4% | +330.4% | +8.0% | +129.0% |
| All | +338.4% | +332.0% | +6.3% | +129.0% |
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