+103.3%
RUN vs ACGL
+332.3%
-229.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.7% |
| 7D | +18.1% | -1.1% | +19.1% | +18.4% |
| 30D | +27.5% | +13.1% | +14.4% | +21.6% |
| 3M | -4.5% | +9.8% | -14.3% | -8.1% |
| 6M | -33.3% | +15.3% | -48.6% | -37.7% |
| YTD | -47.1% | +12.7% | -59.8% | -50.5% |
| 1Y | -43.1% | +20.7% | -63.9% | -48.3% |
| 3Y | -3.0% | +34.3% | -37.3% | -22.4% |
| 5Y | -82.6% | +170.6% | -253.2% | -91.1% |
| 10Y | +103.3% | +330.6% | -227.2% | -32.7% |
| All | +103.3% | +332.3% | -229.0% | -32.7% |
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