+1,937.1%
TER vs ACGL
+4,429.2%
-2,492.1%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.1% |
| 7D | +0.6% | -0.7% | +1.4% | +0.8% |
| 30D | -8.3% | -1.0% | -7.3% | -8.1% |
| 3M | -12.2% | +11.0% | -23.3% | -16.8% |
| 6M | +17.1% | -0.3% | +17.4% | +15.5% |
| YTD | +84.7% | +2.3% | +82.4% | +79.7% |
| 1Y | +199.9% | +6.4% | +193.5% | +186.5% |
| 3Y | +232.8% | +34.0% | +198.8% | +183.6% |
| 5Y | +198.6% | +161.6% | +36.9% | +95.2% |
| 10Y | +1,669.7% | +278.6% | +1,391.2% | +888.8% |
| All | +1,937.1% | +4,429.2% | -2,492.1% | +507.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling