-19.3%
RMD vs ACGL
+161.8%
-181.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | 0.0% |
| 7D | -5.0% | -0.7% | -4.2% | -4.8% |
| 30D | +2.2% | -1.0% | +3.2% | +2.4% |
| 3M | +17.8% | +11.0% | +6.8% | +15.0% |
| 6M | -11.3% | -0.3% | -11.0% | -11.4% |
| YTD | -4.4% | +2.3% | -6.7% | -5.3% |
| 1Y | -15.7% | +6.4% | -22.1% | -17.3% |
| 3Y | +47.7% | +34.0% | +13.8% | +33.0% |
| All | -19.3% | +161.8% | -181.0% | -41.6% |
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