+54.6%
TER vs ACGL
+159.2%
-104.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.5% | +2.7% |
| 7D | -20.5% | +0.9% | -21.3% | -20.5% |
| 30D | -47.0% | +13.7% | -60.7% | -47.6% |
| 3M | -43.3% | +8.0% | -51.3% | -43.7% |
| 6M | -42.9% | +13.3% | -56.2% | -44.3% |
| YTD | +12.9% | +11.8% | +1.0% | +10.3% |
| 1Y | +18.2% | +22.2% | -4.1% | +12.7% |
| 3Y | +151.8% | +32.5% | +119.3% | +127.8% |
| All | +54.6% | +159.2% | -104.7% | -9.9% |
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