+55.2%
T vs ACGL
+173.1%
-118.0%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.4% |
| 7D | +2.6% | +1.3% | +1.3% | +2.3% |
| 30D | -1.1% | +14.2% | -15.3% | -4.1% |
| 3M | -7.7% | +11.1% | -18.8% | -10.0% |
| 6M | -10.6% | +16.4% | -27.0% | -13.7% |
| YTD | -7.5% | +13.8% | -21.2% | -10.3% |
| 1Y | -7.4% | +21.6% | -29.0% | -11.5% |
| 3Y | +63.1% | +33.5% | +29.5% | +52.0% |
| 5Y | +55.2% | +174.8% | -119.7% | +11.5% |
| All | +55.2% | +173.1% | -118.0% | +11.5% |
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