+48.9%
RUN vs ACGL
+263.8%
-214.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +4.6% |
| 7D | +10.2% | -2.9% | +13.1% | +11.3% |
| 30D | -9.6% | -2.8% | -6.8% | -8.8% |
| 3M | -31.5% | +6.8% | -38.3% | -33.8% |
| 6M | -18.7% | -1.5% | -17.2% | -19.2% |
| YTD | -49.9% | -0.2% | -49.7% | -50.8% |
| 1Y | -45.5% | +5.3% | -50.8% | -48.0% |
| 3Y | -34.1% | +30.3% | -64.4% | -47.8% |
| 5Y | -79.4% | +151.8% | -231.3% | -89.3% |
| 10Y | +48.9% | +266.9% | -217.9% | -41.6% |
| All | +48.9% | +263.8% | -214.9% | -41.6% |
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 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