+98.6%
RSG vs ACGL
+174.9%
-76.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +1.6% | -1.4% | +3.0% | +2.0% |
| 30D | +13.5% | +12.4% | +1.1% | +9.6% |
| 3M | +16.3% | +11.1% | +5.2% | +12.7% |
| 6M | +26.9% | +16.3% | +10.5% | +21.2% |
| YTD | +19.1% | +13.8% | +5.3% | +14.1% |
| 1Y | +21.8% | +20.4% | +1.4% | +14.9% |
| 3Y | +63.5% | +33.6% | +29.9% | +48.1% |
| 5Y | +98.6% | +176.8% | -78.2% | +32.3% |
| All | +98.6% | +174.9% | -76.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling