+1,057.8%
TER vs ACGL
+322.9%
+734.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.8% | -0.8% |
| 7D | +24.0% | -1.2% | +25.2% | +24.5% |
| 30D | -30.6% | +12.8% | -43.4% | -34.0% |
| 3M | -34.5% | +12.3% | -46.8% | -37.8% |
| 6M | -26.4% | +15.8% | -42.2% | -32.3% |
| YTD | +36.4% | +13.9% | +22.5% | +26.0% |
| 1Y | +47.4% | +19.0% | +28.4% | +33.4% |
| 3Y | +202.6% | +33.7% | +168.9% | +149.0% |
| 5Y | +83.9% | +173.4% | -89.5% | 0.0% |
| All | +1,057.8% | +322.9% | +734.8% | +377.3% |
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