-6.6%
RMD vs ACGL
+159.2%
-165.8%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.0% |
| 7D | +2.3% | +0.9% | +1.5% | +2.2% |
| 30D | +4.1% | +13.7% | -9.6% | +0.9% |
| 3M | +5.7% | +8.0% | -2.3% | +3.7% |
| 6M | +12.9% | +13.3% | -0.4% | +9.4% |
| YTD | -1.5% | +11.8% | -13.4% | -4.5% |
| 1Y | -4.8% | +22.2% | -27.0% | -9.6% |
| 3Y | +57.5% | +32.5% | +25.0% | +43.7% |
| All | -6.6% | +159.2% | -165.8% | -34.8% |
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