-47.6%
S vs ACGL
+195.6%
-243.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.1% | -6.3% | -6.3% |
| 7D | +4.1% | -1.2% | +5.3% | +4.2% |
| 30D | -7.2% | +12.8% | -20.0% | -9.0% |
| 3M | 0.0% | +12.3% | -12.3% | -2.0% |
| 6M | +41.6% | +15.8% | +25.8% | +38.1% |
| YTD | +48.6% | +13.9% | +34.7% | +45.0% |
| 1Y | +30.0% | +19.0% | +11.0% | +26.0% |
| 3Y | +42.2% | +33.7% | +8.5% | +36.4% |
| 5Y | -70.8% | +173.4% | -244.2% | -75.5% |
| All | -47.6% | +195.6% | -243.1% | -53.9% |
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