+220.7%
ROL vs ACGL
+324.4%
-103.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.2% | +2.5% |
| 7D | +3.0% | +2.2% | +0.8% | +2.3% |
| 30D | +19.8% | +12.3% | +7.5% | +15.5% |
| 3M | +7.9% | +11.8% | -3.9% | +4.2% |
| 6M | -25.6% | +17.5% | -43.1% | -29.4% |
| YTD | -34.1% | +14.3% | -48.4% | -37.0% |
| 1Y | -31.4% | +18.2% | -49.6% | -35.1% |
| 3Y | +4.7% | +33.2% | -28.5% | -5.7% |
| 5Y | +15.6% | +174.3% | -158.7% | -18.6% |
| All | +220.7% | +324.4% | -103.6% | +89.7% |
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