+196.4%
SO vs ACGL
+324.4%
-127.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +1.4% | +2.2% | -0.8% | +0.6% |
| 30D | +4.7% | +12.3% | -7.6% | +0.4% |
| 3M | +1.7% | +11.8% | -10.1% | -2.5% |
| 6M | +2.2% | +17.5% | -15.3% | -3.9% |
| YTD | +10.0% | +14.3% | -4.3% | +4.1% |
| 1Y | +6.0% | +18.2% | -12.1% | -0.8% |
| 3Y | +54.1% | +33.2% | +21.0% | +34.8% |
| 5Y | +79.6% | +174.3% | -94.7% | +11.9% |
| All | +196.4% | +324.4% | -127.9% | +58.5% |
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