+54.1%
T vs ACGL
+332.3%
-278.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | +1.7% | -1.1% | +2.8% | +2.1% |
| 30D | -1.7% | +13.1% | -14.8% | -5.8% |
| 3M | -7.3% | +9.8% | -17.1% | -10.3% |
| 6M | -11.2% | +15.3% | -26.5% | -15.6% |
| YTD | -8.1% | +12.7% | -20.8% | -12.1% |
| 1Y | -8.0% | +20.7% | -28.7% | -14.1% |
| 3Y | +62.1% | +34.3% | +27.8% | +42.9% |
| 5Y | +55.7% | +170.6% | -114.9% | +0.9% |
| 10Y | +54.1% | +330.6% | -276.5% | -10.9% |
| All | +54.1% | +332.3% | -278.2% | -10.9% |
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