+72.4%
TER vs ACGL
+168.9%
-96.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.8% | +11.9% | +12.7% |
| 7D | -5.8% | -1.1% | -4.7% | -5.7% |
| 30D | -38.9% | +13.1% | -52.0% | -39.6% |
| 3M | -35.1% | +9.8% | -44.9% | -35.7% |
| 6M | -31.6% | +15.3% | -46.8% | -33.4% |
| YTD | +27.2% | +12.7% | +14.5% | +24.3% |
| 1Y | +35.2% | +20.7% | +14.5% | +29.6% |
| 3Y | +192.8% | +34.3% | +158.5% | +164.0% |
| 5Y | +72.4% | +170.6% | -98.2% | -0.4% |
| All | +72.4% | +168.9% | -96.4% | -0.4% |
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