+89.4%
RSG vs ACGL
+158.6%
-69.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | +0.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.1% |
| 30D | +3.3% | -2.8% | +6.1% | +4.1% |
| 3M | +8.5% | +6.8% | +1.7% | +6.4% |
| 6M | -3.5% | -1.5% | -2.0% | -3.3% |
| YTD | +5.5% | -0.2% | +5.7% | +5.2% |
| 1Y | -1.7% | +5.3% | -7.0% | -3.6% |
| 3Y | +56.9% | +30.3% | +26.6% | +43.0% |
| 5Y | +89.4% | +151.8% | -62.4% | +34.6% |
| All | +89.4% | +158.6% | -69.2% | +34.6% |
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 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