+61.4%
T vs ACGL
+329.5%
-268.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.4% | +1.4% |
| 7D | +2.0% | -1.4% | +3.3% | +2.4% |
| 30D | -1.0% | +12.4% | -13.4% | -4.9% |
| 3M | -8.1% | +11.1% | -19.2% | -11.4% |
| 6M | -8.3% | +16.3% | -24.6% | -13.1% |
| YTD | -6.1% | +13.8% | -19.9% | -10.5% |
| 1Y | -7.4% | +20.4% | -27.8% | -13.4% |
| 3Y | +65.4% | +33.6% | +31.9% | +46.1% |
| 5Y | +57.6% | +176.8% | -119.2% | +1.2% |
| 10Y | +61.4% | +324.6% | -263.2% | -12.4% |
| All | +61.4% | +329.5% | -268.1% | -12.4% |
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