-40.4%
TER vs ACGL
+19.0%
-59.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.1% | -15.5% |
| 7D | -28.2% | +6.4% | -34.6% | -17.2% |
| 30D | -50.6% | +16.6% | -67.2% | -29.9% |
| 3M | -45.3% | +11.6% | -56.9% | -28.7% |
| 6M | -40.4% | +17.5% | -57.8% | -2.7% |
| All | -40.4% | +19.0% | -59.3% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling