+441.0%
TEAM vs ACGL
+332.0%
+108.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -22.2% | +1.3% | -23.5% | -22.3% |
| 30D | -28.1% | +14.2% | -42.3% | -30.1% |
| 3M | -2.2% | +11.1% | -13.2% | -4.2% |
| 6M | +62.2% | +16.4% | +45.9% | +57.4% |
| YTD | -8.4% | +13.8% | -22.1% | -10.9% |
| 1Y | -6.6% | +21.6% | -28.2% | -10.5% |
| 3Y | -15.7% | +33.5% | -49.2% | -21.9% |
| 5Y | -65.7% | +174.8% | -240.6% | -74.0% |
| 10Y | +441.0% | +330.4% | +110.6% | +244.2% |
| All | +441.0% | +332.0% | +108.9% | +244.2% |
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