+57.0%
T vs ACGL
+176.7%
-119.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +1.6% | -1.2% | +2.9% | +1.9% |
| 30D | -2.9% | +12.8% | -15.7% | -5.6% |
| 3M | -7.5% | +12.3% | -19.8% | -10.0% |
| 6M | -9.9% | +15.8% | -25.7% | -12.9% |
| YTD | -6.4% | +13.9% | -20.3% | -9.4% |
| 1Y | -9.4% | +19.0% | -28.4% | -13.1% |
| 3Y | +64.9% | +33.7% | +31.2% | +53.7% |
| 5Y | +57.0% | +173.4% | -116.4% | +12.9% |
| All | +57.0% | +176.7% | -119.7% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling