+62.5%
T vs ACGL
+324.4%
-261.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +2.5% | +2.2% | +0.4% | +1.8% |
| 30D | -3.8% | +12.3% | -16.1% | -7.6% |
| 3M | -8.7% | +11.8% | -20.6% | -12.2% |
| 6M | -8.1% | +17.5% | -25.6% | -13.2% |
| YTD | -6.4% | +14.3% | -20.7% | -11.0% |
| 1Y | -9.8% | +18.2% | -27.9% | -15.1% |
| 3Y | +65.5% | +33.2% | +32.3% | +46.3% |
| 5Y | +57.0% | +174.3% | -117.4% | +1.2% |
| All | +62.5% | +324.4% | -261.9% | -12.0% |
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