-1.8%
RMD vs ACGL
+176.7%
-178.5%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.4% | +0.4% |
| 7D | +0.1% | -1.2% | +1.3% | +0.4% |
| 30D | +1.9% | +12.8% | -10.9% | -1.0% |
| 3M | +6.3% | +12.3% | -6.0% | +3.3% |
| 6M | +18.2% | +15.8% | +2.4% | +14.0% |
| YTD | +0.3% | +13.9% | -13.6% | -3.2% |
| 1Y | -4.3% | +19.0% | -23.3% | -8.5% |
| 3Y | +71.3% | +33.7% | +37.6% | +56.2% |
| 5Y | -1.8% | +173.4% | -175.2% | -31.6% |
| All | -1.8% | +176.7% | -178.5% | -31.6% |
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