+55.5%
T vs ACGL
+337.7%
-282.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | +0.2% |
| 7D | +1.0% | +0.9% | +0.2% | +0.7% |
| 30D | -10.6% | +13.7% | -24.3% | -14.5% |
| 3M | -7.7% | +8.0% | -15.8% | -10.2% |
| 6M | -13.3% | +13.3% | -26.6% | -17.1% |
| YTD | -8.8% | +11.8% | -20.6% | -12.5% |
| 1Y | -8.4% | +22.2% | -30.6% | -14.8% |
| 3Y | +59.6% | +32.5% | +27.2% | +41.4% |
| 5Y | +52.1% | +160.2% | -108.1% | +0.1% |
| All | +55.5% | +337.7% | -282.1% | -8.9% |
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