+208.0%
RSP vs ACGL
+276.1%
-68.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.3% | +0.3% |
| 7D | -0.8% | -0.7% | 0.0% | -0.5% |
| 30D | -0.3% | -1.0% | +0.7% | 0.0% |
| 3M | +4.3% | +11.0% | -6.8% | -0.7% |
| 6M | +8.8% | -0.3% | +9.1% | +8.3% |
| YTD | +15.3% | +2.3% | +13.0% | +13.1% |
| 1Y | +18.3% | +6.4% | +11.9% | +13.8% |
| 3Y | +52.8% | +34.0% | +18.8% | +28.2% |
| 5Y | +51.7% | +161.6% | -109.9% | -11.5% |
| All | +208.0% | +276.1% | -68.1% | +51.3% |
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 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