+215.9%
RRX vs ACGL
+263.8%
-47.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.7% |
| 7D | +4.3% | -2.9% | +7.2% | +5.8% |
| 30D | -8.0% | -2.8% | -5.2% | -6.8% |
| 3M | -22.0% | +6.8% | -28.8% | -25.4% |
| 6M | -11.9% | -1.5% | -10.4% | -12.5% |
| YTD | +17.1% | -0.2% | +17.3% | +15.1% |
| 1Y | +14.9% | +5.3% | +9.6% | +9.3% |
| 3Y | +6.9% | +30.3% | -23.4% | -13.4% |
| 5Y | +19.6% | +151.8% | -132.3% | -37.4% |
| 10Y | +215.9% | +266.9% | -50.9% | +20.6% |
| All | +215.9% | +263.8% | -47.9% | +20.6% |
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 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