+217.2%
ROL vs ACGL
+329.5%
-112.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.8% | -1.4% | +2.1% | +1.2% |
| 30D | +20.6% | +12.4% | +8.2% | +16.2% |
| 3M | +4.5% | +11.1% | -6.6% | +1.1% |
| 6M | -26.5% | +16.3% | -42.9% | -30.0% |
| YTD | -34.8% | +13.8% | -48.7% | -37.6% |
| 1Y | -33.2% | +20.4% | -53.6% | -37.1% |
| 3Y | +4.5% | +33.6% | -29.1% | -6.0% |
| 5Y | +15.5% | +176.8% | -161.3% | -18.8% |
| 10Y | +217.2% | +324.6% | -107.3% | +89.4% |
| All | +217.2% | +329.5% | -112.2% | +89.4% |
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