+1,354.1%
RRX vs ACGL
+4,853.1%
-3,498.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.4% | +6.4% |
| 7D | +7.5% | +0.9% | +6.7% | +7.1% |
| 30D | +3.0% | +13.7% | -10.7% | -1.5% |
| 3M | -5.3% | +8.0% | -13.4% | -8.1% |
| 6M | -26.6% | +13.3% | -39.9% | -30.4% |
| YTD | +21.2% | +11.8% | +9.3% | +15.2% |
| 1Y | +25.9% | +22.2% | +3.7% | +16.2% |
| 3Y | +71.7% | +32.5% | +39.2% | +51.1% |
| 5Y | +7.8% | +160.2% | -152.4% | -24.9% |
| 10Y | +242.9% | +338.5% | -95.7% | +103.4% |
| All | +1,354.1% | +4,853.1% | -3,498.9% | +489.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling