+443.6%
TEAM vs ACGL
+324.4%
+119.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | -2.4% | +2.2% | -4.6% | -2.8% |
| 30D | -26.7% | +12.3% | -39.0% | -28.4% |
| 3M | -9.6% | +11.8% | -21.4% | -11.7% |
| 6M | +86.0% | +17.5% | +68.6% | +80.1% |
| YTD | -7.5% | +14.3% | -21.8% | -10.2% |
| 1Y | -1.4% | +18.2% | -19.5% | -4.9% |
| 3Y | -14.3% | +33.2% | -47.5% | -20.6% |
| 5Y | -66.3% | +174.3% | -240.6% | -74.4% |
| All | +443.6% | +324.4% | +119.3% | +258.6% |
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