+1,297.6%
RRX vs ACGL
+4,429.2%
-3,131.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | +3.4% | -0.7% | +4.2% | +3.7% |
| 30D | -11.1% | -1.0% | -10.1% | -10.9% |
| 3M | -23.7% | +11.0% | -34.8% | -26.8% |
| 6M | -22.0% | -0.3% | -21.7% | -22.6% |
| YTD | +16.5% | +2.3% | +14.2% | +14.5% |
| 1Y | +11.5% | +6.4% | +5.1% | +7.9% |
| 3Y | +1.5% | +34.0% | -32.4% | -10.6% |
| 5Y | +18.3% | +161.6% | -143.4% | -17.5% |
| 10Y | +209.8% | +278.6% | -68.8% | +92.8% |
| All | +1,297.6% | +4,429.2% | -3,131.6% | +485.4% |
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 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